-2.1%
EME vs BBWI
+2.4%
-4.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.1% | -13.8% | -10.0% |
| 7D | -5.8% | +8.8% | -14.6% | -6.5% |
| 30D | -17.9% | +34.8% | -52.7% | -20.4% |
| 3M | -22.0% | +12.9% | -34.9% | -23.0% |
| 6M | -29.7% | +29.6% | -59.3% | -32.1% |
| YTD | +4.7% | +20.8% | -16.1% | +1.9% |
| 1Y | -2.1% | +4.1% | -6.2% | -3.3% |
| All | -2.1% | +2.4% | -4.5% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling