+280.0%
EMR vs BBWI
-44.4%
+324.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.7% | -4.2% | +4.9% | +1.7% |
| 30D | +3.5% | +24.9% | -21.3% | -1.6% |
| 3M | +5.9% | +13.2% | -7.3% | +2.3% |
| 6M | +19.4% | +12.1% | +7.3% | +14.7% |
| YTD | +27.7% | +11.1% | +16.6% | +21.7% |
| 1Y | +30.9% | +0.7% | +30.2% | +26.1% |
| 3Y | +104.2% | -23.8% | +127.9% | +101.7% |
| 5Y | +89.6% | -66.9% | +156.5% | +116.0% |
| 10Y | +280.0% | -45.3% | +325.4% | +199.2% |
| All | +280.0% | -44.4% | +324.4% | +199.2% |
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