-68.8%
BBWI vs EFV
+95.4%
-164.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -5.2% |
| 7D | -4.4% | -0.5% | -3.9% | -3.8% |
| 30D | -7.4% | 0.0% | -7.4% | -7.4% |
| 3M | -2.2% | +8.4% | -10.6% | -11.1% |
| 6M | -16.3% | +12.3% | -28.7% | -27.1% |
| YTD | -9.1% | +17.4% | -26.5% | -25.3% |
| 1Y | -34.5% | +27.1% | -61.6% | -51.0% |
| 3Y | -47.0% | +90.7% | -137.7% | -75.5% |
| 5Y | -68.8% | +95.6% | -164.5% | -86.2% |
| All | -68.8% | +95.4% | -164.2% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling