+176.1%
ET vs BBWI
-57.7%
+233.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +1.4% | -8.0% | +9.4% | +2.8% |
| 30D | +4.6% | -6.6% | +11.2% | +5.6% |
| 3M | +16.0% | -2.7% | +18.7% | +15.6% |
| 6M | +22.8% | -12.8% | +35.6% | +23.5% |
| YTD | +38.9% | -10.5% | +49.3% | +38.1% |
| 1Y | +34.1% | -35.3% | +69.4% | +40.3% |
| 3Y | +98.8% | -47.7% | +146.6% | +108.1% |
| 5Y | +246.8% | -68.9% | +315.7% | +287.4% |
| All | +176.1% | -57.7% | +233.7% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling