+30.4%
EMB vs BBWI
-44.4%
+74.8%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | +0.3% | +1.6% | -1.3% | +0.2% |
| 30D | -0.5% | -6.2% | +5.7% | -0.3% |
| 3M | +0.3% | +4.3% | -4.0% | 0.0% |
| 6M | +1.2% | -7.2% | +8.3% | +1.1% |
| YTD | +1.5% | -3.0% | +4.5% | +1.1% |
| 1Y | +4.8% | -30.8% | +35.6% | +5.9% |
| 3Y | +30.4% | -43.4% | +73.7% | +30.6% |
| All | +30.4% | -44.4% | +74.8% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling