+163.1%
ET vs BBWI
-47.4%
+210.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -2.5% | +12.9% | -15.3% | -4.8% |
| 3M | -4.9% | +16.0% | -20.8% | -8.0% |
| 6M | -0.1% | +16.6% | -16.7% | -4.4% |
| YTD | +26.2% | +9.7% | +16.5% | +20.5% |
| 1Y | +25.2% | +1.5% | +23.7% | +20.1% |
| 3Y | +84.2% | -21.4% | +105.5% | +77.8% |
| 5Y | +216.1% | -67.6% | +283.6% | +251.8% |
| All | +163.1% | -47.4% | +210.6% | +103.2% |
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