+746.2%
EEM vs BBWI
+487.1%
+259.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.7% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | -5.4% | +12.9% | -18.3% | -8.5% |
| 3M | -8.6% | +16.0% | -24.6% | -13.0% |
| 6M | -8.9% | +16.6% | -25.5% | -14.3% |
| YTD | +11.9% | +9.7% | +2.2% | +5.3% |
| 1Y | +13.1% | +1.5% | +11.6% | +7.0% |
| 3Y | +70.7% | -21.4% | +92.0% | +62.0% |
| 5Y | +31.8% | -67.6% | +99.3% | +50.4% |
| 10Y | +119.5% | -46.8% | +166.3% | +78.3% |
| All | +746.2% | +487.1% | +259.1% | +86.8% |
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