+4,350.5%
EMR vs BBWI
+1,165.5%
+3,185.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.9% |
| 7D | +2.1% | -6.2% | +8.3% | +3.8% |
| 30D | +4.8% | +25.5% | -20.7% | -1.3% |
| 3M | +7.5% | +8.0% | -0.5% | +4.4% |
| 6M | +20.9% | +12.7% | +8.2% | +15.1% |
| YTD | +29.2% | +11.6% | +17.5% | +21.9% |
| 1Y | +33.0% | -0.9% | +33.9% | +27.6% |
| 3Y | +109.8% | -22.7% | +132.4% | +105.1% |
| 5Y | +91.9% | -67.2% | +159.1% | +121.8% |
| 10Y | +301.5% | -43.7% | +345.2% | +235.5% |
| All | +4,350.5% | +1,165.5% | +3,185.0% | +1,305.2% |
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 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