+277.4%
EMR vs BBWI
-58.2%
+335.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | +0.2% |
| 7D | +0.9% | -4.4% | +5.3% | +1.9% |
| 30D | -5.0% | -7.4% | +2.4% | -3.7% |
| 3M | +5.9% | -2.2% | +8.1% | +5.6% |
| 6M | +7.3% | -16.3% | +23.6% | +9.8% |
| YTD | +14.6% | -9.1% | +23.7% | +14.6% |
| 1Y | +15.6% | -34.5% | +50.2% | +22.8% |
| 3Y | +60.2% | -47.0% | +107.1% | +71.6% |
| 5Y | +65.8% | -68.8% | +134.7% | +91.6% |
| 10Y | +277.4% | -57.4% | +334.7% | +210.8% |
| All | +277.4% | -58.2% | +335.6% | +210.8% |
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