+245.3%
ET vs BWA
+89.5%
+155.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +5.3% | -5.6% | +10.8% | +6.5% |
| 3M | +15.6% | -10.7% | +26.3% | +18.1% |
| 6M | +20.6% | +23.2% | -2.6% | +13.5% |
| YTD | +38.5% | +46.0% | -7.5% | +22.8% |
| 1Y | +35.7% | +51.2% | -15.4% | +18.6% |
| 3Y | +98.4% | +69.6% | +28.8% | +62.8% |
| 5Y | +245.3% | +86.6% | +158.7% | +150.3% |
| All | +245.3% | +89.5% | +155.8% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling