+218.3%
ET vs BBWI
-67.3%
+285.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | -1.9% | -4.2% | +2.4% | -1.5% |
| 30D | -3.1% | +24.9% | -27.9% | -5.4% |
| 3M | -3.9% | +13.2% | -17.1% | -5.5% |
| 6M | +4.0% | +12.1% | -8.1% | +1.8% |
| YTD | +26.4% | +11.1% | +15.3% | +22.9% |
| 1Y | +24.9% | +0.7% | +24.2% | +22.3% |
| 3Y | +85.2% | -23.8% | +108.9% | +83.4% |
| 5Y | +218.3% | -66.9% | +285.2% | +235.7% |
| All | +218.3% | -67.3% | +285.6% | +235.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling