+1,344.7%
EME vs BBWI
-55.0%
+1,399.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.4% | -2.1% | +2.8% |
| 7D | +3.5% | -4.8% | +8.3% | +4.6% |
| 30D | -6.3% | +3.5% | -9.8% | -7.4% |
| 3M | -3.8% | -0.3% | -3.4% | -4.7% |
| 6M | +8.5% | -5.4% | +13.9% | +7.6% |
| YTD | +27.8% | -4.7% | +32.5% | +25.7% |
| 1Y | +22.2% | -30.5% | +52.7% | +28.2% |
| 3Y | +253.5% | -44.3% | +297.8% | +274.2% |
| 5Y | +578.6% | -66.9% | +645.5% | +679.7% |
| All | +1,344.7% | -55.0% | +1,399.6% | +1,255.9% |
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