+36.2%
EMB vs BBWI
-47.4%
+83.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +0.4% | +12.9% | -12.5% | -0.4% |
| 3M | -3.1% | +16.0% | -19.1% | -4.1% |
| 6M | -2.1% | +16.6% | -18.7% | -3.3% |
| YTD | -1.1% | +9.7% | -10.8% | -2.3% |
| 1Y | -0.1% | +1.5% | -1.5% | -1.1% |
| 3Y | +29.6% | -21.4% | +50.9% | +28.3% |
| 5Y | +7.2% | -67.6% | +74.8% | +9.8% |
| All | +36.2% | -47.4% | +83.6% | +23.0% |
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