+96.8%
ET vs BB
+68.2%
+28.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | +6.9% | -12.4% | +19.2% | +7.4% |
| 3M | +13.1% | -15.3% | +28.4% | +13.3% |
| 6M | +18.7% | +128.8% | -110.1% | +11.7% |
| YTD | +37.4% | +107.7% | -70.2% | +30.1% |
| 1Y | +34.8% | +103.9% | -69.1% | +27.4% |
| 3Y | +96.8% | +72.6% | +24.2% | +81.3% |
| All | +96.8% | +68.2% | +28.6% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling