+372.7%
ETR vs BBWI
-47.4%
+420.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | +7.0% | +12.9% | -5.9% | +5.8% |
| 3M | +4.6% | +16.0% | -11.4% | +2.9% |
| 6M | +0.1% | +16.6% | -16.5% | -1.9% |
| YTD | +23.2% | +9.7% | +13.4% | +20.7% |
| 1Y | +20.6% | +1.5% | +19.1% | +18.5% |
| 3Y | +156.3% | -21.4% | +177.6% | +152.7% |
| 5Y | +159.6% | -67.6% | +227.2% | +174.3% |
| All | +372.7% | -47.4% | +420.2% | +294.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling