+245.3%
ET vs BB
-25.5%
+270.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +0.6% | +1.8% | -1.2% | +0.5% |
| 30D | +5.3% | -12.2% | +17.5% | +6.3% |
| 3M | +15.6% | -12.3% | +28.0% | +15.9% |
| 6M | +20.6% | +122.7% | -102.1% | +9.6% |
| YTD | +38.5% | +104.5% | -66.0% | +26.9% |
| 1Y | +35.7% | +106.7% | -70.9% | +23.6% |
| 3Y | +98.4% | +70.0% | +28.4% | +80.0% |
| 5Y | +245.3% | -27.8% | +273.1% | +262.6% |
| All | +245.3% | -25.5% | +270.8% | +262.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling