+46.6%
EEM vs BBWI
-68.8%
+115.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +0.3% |
| 7D | +2.0% | -4.4% | +6.4% | +2.5% |
| 30D | +5.1% | -7.4% | +12.5% | +5.8% |
| 3M | +4.6% | -2.2% | +6.8% | +4.2% |
| 6M | +17.8% | -16.3% | +34.1% | +19.2% |
| YTD | +25.8% | -9.1% | +35.0% | +25.4% |
| 1Y | +36.4% | -34.5% | +70.9% | +41.4% |
| 3Y | +90.0% | -47.0% | +137.0% | +96.6% |
| 5Y | +46.6% | -68.8% | +115.4% | +60.7% |
| All | +46.6% | -68.8% | +115.4% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling