+158.0%
ETR vs BBWI
-67.3%
+225.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.6% | -4.2% | +6.8% | +2.9% |
| 30D | +8.7% | +24.9% | -16.2% | +7.0% |
| 3M | +6.4% | +13.2% | -6.8% | +5.3% |
| 6M | +0.7% | +12.1% | -11.4% | -0.5% |
| YTD | +23.0% | +11.1% | +12.0% | +21.2% |
| 1Y | +17.9% | +0.7% | +17.2% | +16.6% |
| 3Y | +154.9% | -23.8% | +178.7% | +154.1% |
| All | +158.0% | -67.3% | +225.3% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling