+32.5%
EEM vs BBWI
-35.0%
+67.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -0.7% | -8.0% | +7.3% | -0.2% |
| 30D | +2.4% | -6.6% | +9.0% | +2.7% |
| 3M | +4.2% | -2.7% | +6.9% | +3.9% |
| 6M | +14.8% | -12.8% | +27.5% | +15.1% |
| YTD | +23.1% | -10.5% | +33.6% | +23.2% |
| 1Y | +32.5% | -35.3% | +67.9% | +34.5% |
| All | +32.5% | -35.0% | +67.5% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling