+1,458.7%
ET vs BBWI
+176.0%
+1,282.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.3% |
| 7D | +0.9% | +1.5% | -0.6% | +0.6% |
| 30D | +7.5% | -5.2% | +12.7% | +8.3% |
| 3M | +11.4% | +11.1% | +0.3% | +8.0% |
| 6M | +18.5% | -13.4% | +31.9% | +19.5% |
| YTD | +37.4% | +0.1% | +37.3% | +33.6% |
| 1Y | +30.9% | -36.1% | +67.1% | +38.1% |
| 3Y | +98.7% | -44.1% | +142.8% | +106.2% |
| 5Y | +230.7% | -66.2% | +297.0% | +266.0% |
| 10Y | +175.6% | -54.8% | +230.3% | +145.7% |
| All | +1,458.7% | +176.0% | +1,282.7% | +655.2% |
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 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