+3,912.1%
EMR vs BBWI
+1,034.6%
+2,877.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.0% |
| 7D | -1.5% | +1.5% | -3.0% | -1.9% |
| 30D | -5.6% | -5.2% | -0.4% | -4.7% |
| 3M | +7.9% | +11.1% | -3.2% | +4.2% |
| 6M | +6.0% | -13.4% | +19.4% | +7.9% |
| YTD | +16.4% | +0.1% | +16.4% | +13.6% |
| 1Y | +16.6% | -36.1% | +52.7% | +25.4% |
| 3Y | +62.9% | -44.1% | +107.0% | +73.5% |
| 5Y | +60.1% | -66.2% | +126.3% | +84.2% |
| 10Y | +268.8% | -54.8% | +323.5% | +227.9% |
| All | +3,912.1% | +1,034.6% | +2,877.4% | +1,210.0% |
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