-58.9%
BBWI vs EFV
+167.0%
-225.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.1% |
| 7D | -8.0% | -2.0% | -6.0% | -5.5% |
| 30D | -6.6% | -0.2% | -6.4% | -6.4% |
| 3M | -2.7% | +9.1% | -11.8% | -13.3% |
| 6M | -12.8% | +11.7% | -24.5% | -24.7% |
| YTD | -10.5% | +17.0% | -27.5% | -27.7% |
| 1Y | -35.3% | +26.7% | -62.1% | -52.9% |
| 3Y | -47.7% | +90.2% | -137.9% | -77.9% |
| 5Y | -68.9% | +96.1% | -165.0% | -87.3% |
| All | -58.9% | +167.0% | -225.9% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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