+555.7%
EME vs BBWI
-69.0%
+624.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.3% | +3.9% | -1.3% |
| 7D | +2.7% | -4.4% | +7.2% | +3.6% |
| 30D | -6.8% | -7.4% | +0.6% | -5.8% |
| 3M | -8.8% | -2.2% | -6.6% | -9.2% |
| 6M | +5.0% | -16.3% | +21.3% | +6.9% |
| YTD | +23.5% | -9.1% | +32.6% | +23.0% |
| 1Y | +21.3% | -34.5% | +55.8% | +28.2% |
| 3Y | +241.1% | -47.0% | +288.0% | +263.1% |
| All | +555.7% | -69.0% | +624.7% | +656.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling