+163.1%
ET vs BWA
+94.2%
+68.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.5% | +4.3% | -1.7% | +1.0% |
| 30D | -2.5% | -13.0% | +10.6% | +2.0% |
| 3M | -4.9% | -24.8% | +20.0% | +4.2% |
| 6M | -0.1% | -23.5% | +23.4% | +7.7% |
| YTD | +26.2% | +13.8% | +12.4% | +14.1% |
| 1Y | +25.2% | +13.4% | +11.7% | +12.9% |
| 3Y | +84.2% | +62.8% | +21.4% | +37.9% |
| 5Y | +216.1% | +28.5% | +187.6% | +151.0% |
| All | +163.1% | +94.2% | +68.9% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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