+53,162.3%
EME vs BBWI
+996.2%
+52,166.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +8.4% | +0.1% | +8.2% | +8.3% |
| 30D | -11.5% | +12.9% | -24.4% | -15.0% |
| 3M | -20.6% | +16.0% | -36.6% | -25.1% |
| 6M | -28.5% | +16.6% | -45.1% | -33.5% |
| YTD | +8.0% | +9.7% | -1.7% | +0.3% |
| 1Y | +6.8% | +1.5% | +5.3% | -0.1% |
| 3Y | +213.9% | -21.4% | +235.3% | +199.8% |
| 5Y | +414.8% | -67.6% | +482.4% | +503.3% |
| 10Y | +916.9% | -46.8% | +963.8% | +741.9% |
| All | +53,162.3% | +996.2% | +52,166.1% | +16,572.5% |
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