+151.1%
ETR vs BBWI
-44.4%
+195.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.4% |
| 7D | +1.4% | +1.6% | -0.1% | +1.3% |
| 30D | +1.9% | -6.2% | +8.1% | +2.2% |
| 3M | +1.0% | +4.3% | -3.4% | +0.5% |
| 6M | +4.8% | -7.2% | +12.0% | +4.9% |
| YTD | +19.5% | -3.0% | +22.6% | +19.1% |
| 1Y | +28.1% | -30.8% | +58.9% | +30.7% |
| 3Y | +151.1% | -43.4% | +194.5% | +151.9% |
| All | +151.1% | -44.4% | +195.6% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling