+1,309.2%
ET vs BBWI
+207.9%
+1,101.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | -4.4% | -6.2% | +1.7% | -3.3% |
| 30D | -4.8% | +25.5% | -30.3% | -9.4% |
| 3M | -3.4% | +8.0% | -11.4% | -5.9% |
| 6M | +2.2% | +12.7% | -10.5% | -2.2% |
| YTD | +24.2% | +11.6% | +12.6% | +17.3% |
| 1Y | +24.5% | -0.9% | +25.4% | +19.2% |
| 3Y | +83.6% | -22.7% | +106.3% | +76.9% |
| 5Y | +203.4% | -67.2% | +270.6% | +237.6% |
| 10Y | +166.5% | -43.7% | +210.2% | +124.7% |
| All | +1,309.2% | +207.9% | +1,101.3% | +563.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling