+238.2%
ET vs BBWI
-66.8%
+305.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.2% | +0.4% |
| 7D | +0.4% | +1.6% | -1.1% | +0.2% |
| 30D | +6.9% | -6.2% | +13.1% | +7.4% |
| 3M | +13.1% | +4.3% | +8.7% | +12.0% |
| 6M | +18.7% | -7.2% | +25.9% | +18.5% |
| YTD | +37.4% | -3.0% | +40.5% | +35.9% |
| 1Y | +34.8% | -30.8% | +65.6% | +38.6% |
| 3Y | +96.8% | -43.4% | +140.2% | +102.2% |
| 5Y | +238.2% | -66.7% | +305.0% | +253.2% |
| All | +238.2% | -66.8% | +305.0% | +253.2% |
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 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