+854.3%
EEM vs BBWI
+435.5%
+418.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.1% |
| 7D | +2.3% | +1.5% | +0.8% | +1.9% |
| 30D | +4.5% | -5.2% | +9.7% | +5.4% |
| 3M | -0.1% | +11.1% | -11.2% | -3.8% |
| 6M | +16.9% | -13.4% | +30.3% | +18.4% |
| YTD | +26.2% | +0.1% | +26.1% | +22.4% |
| 1Y | +40.5% | -36.1% | +76.6% | +50.1% |
| 3Y | +86.2% | -44.1% | +130.3% | +94.2% |
| 5Y | +45.5% | -66.2% | +111.7% | +64.2% |
| 10Y | +128.6% | -54.8% | +183.4% | +96.9% |
| All | +854.3% | +435.5% | +418.8% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling