+35.3%
EMB vs BBWI
-44.4%
+79.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +0.5% | -4.2% | +4.7% | +0.7% |
| 30D | +0.9% | +24.9% | -24.0% | -0.4% |
| 3M | -2.1% | +13.2% | -15.3% | -3.0% |
| 6M | -2.2% | +12.1% | -14.3% | -3.2% |
| YTD | -0.6% | +11.1% | -11.7% | -1.9% |
| 1Y | +0.2% | +0.7% | -0.5% | -0.8% |
| 3Y | +29.5% | -23.8% | +53.3% | +28.5% |
| 5Y | +8.0% | -66.9% | +74.9% | +10.5% |
| 10Y | +35.3% | -45.3% | +80.7% | +22.3% |
| All | +35.3% | -44.4% | +79.7% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling