+62.1%
EMR vs BBWI
-44.4%
+106.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.2% |
| 7D | +3.1% | +1.6% | +1.5% | +2.7% |
| 30D | -3.5% | -6.2% | +2.7% | -2.5% |
| 3M | +9.8% | +4.3% | +5.4% | +7.9% |
| 6M | +10.8% | -7.2% | +18.0% | +10.9% |
| YTD | +15.9% | -3.0% | +19.0% | +14.5% |
| 1Y | +16.4% | -30.8% | +47.2% | +23.4% |
| 3Y | +62.1% | -43.4% | +105.5% | +75.4% |
| All | +62.1% | -44.4% | +106.5% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling