+131.7%
EMB vs BBWI
+221.0%
-89.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.1% |
| 7D | 0.0% | +1.5% | -1.5% | -0.1% |
| 30D | -0.3% | -5.2% | +4.9% | -0.1% |
| 3M | -0.4% | +11.1% | -11.5% | -1.2% |
| 6M | +0.1% | -13.4% | +13.5% | +0.5% |
| YTD | +1.6% | +0.1% | +1.5% | +1.0% |
| 1Y | +5.6% | -36.1% | +41.7% | +7.3% |
| 3Y | +29.8% | -44.1% | +73.9% | +31.3% |
| 5Y | +7.3% | -66.2% | +73.5% | +10.0% |
| 10Y | +30.4% | -54.8% | +85.2% | +25.0% |
| All | +131.7% | +221.0% | -89.3% | +90.3% |
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 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