+173.8%
ET vs BRO
+294.2%
-120.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +0.2% | -7.3% | +7.6% | +3.0% |
| 30D | +2.9% | -6.9% | +9.7% | +5.3% |
| 3M | +16.8% | +10.7% | +6.1% | +11.5% |
| 6M | +18.9% | -2.7% | +21.6% | +18.5% |
| YTD | +37.7% | -16.3% | +54.0% | +45.1% |
| 1Y | +32.4% | -29.1% | +61.5% | +48.9% |
| 3Y | +99.5% | -7.8% | +107.3% | +94.9% |
| 5Y | +244.0% | +18.7% | +225.2% | +183.2% |
| All | +173.8% | +294.2% | -120.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling