-68.0%
BBWI vs EFV
+92.8%
-160.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -4.5% | +0.7% | -5.3% | -5.3% |
| 30D | +17.1% | +2.0% | +15.1% | +14.7% |
| 3M | +17.5% | -1.6% | +19.1% | +19.9% |
| 6M | +12.8% | +5.8% | +7.1% | +5.7% |
| YTD | +8.2% | +15.6% | -7.5% | -9.3% |
| 1Y | -1.8% | +19.0% | -20.8% | -20.2% |
| 3Y | -25.8% | +90.7% | -116.4% | -65.7% |
| 5Y | -68.0% | +92.8% | -160.8% | -85.5% |
| All | -68.0% | +92.8% | -160.9% | -85.5% |
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