+1,335.7%
ET vs BBWI
+207.3%
+1,128.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +1.8% | -7.7% | +9.5% | +3.3% |
| 30D | -3.0% | +24.8% | -27.7% | -7.6% |
| 3M | -4.7% | +16.2% | -20.9% | -8.4% |
| 6M | +2.7% | +15.8% | -13.1% | -2.3% |
| YTD | +26.5% | +11.4% | +15.1% | +19.6% |
| 1Y | +25.0% | +3.2% | +21.8% | +18.6% |
| 3Y | +85.4% | -23.5% | +108.9% | +79.0% |
| 5Y | +215.5% | -67.4% | +282.9% | +251.6% |
| 10Y | +161.3% | -46.0% | +207.3% | +122.6% |
| All | +1,335.7% | +207.3% | +1,128.4% | +576.0% |
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