+290.1%
ETR vs BWA
+156.8%
+133.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | -1.8% | -2.9% | +1.2% | -1.4% |
| 3M | -3.6% | -10.7% | +7.1% | -2.2% |
| 6M | +2.6% | +26.5% | -23.8% | -1.7% |
| YTD | +16.0% | +49.1% | -33.1% | +7.5% |
| 1Y | +20.1% | +52.1% | -31.9% | +10.8% |
| 3Y | +143.6% | +72.6% | +71.0% | +116.8% |
| 5Y | +124.4% | +89.4% | +35.0% | +92.4% |
| All | +290.1% | +156.8% | +133.3% | +180.6% |
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