EA BRIDGEWAY BLUE CHIP ETF
Symbol: BBLU
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 31/07/1997
Latest date: 15/10/2026
Current price: $17.71
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.34%
Ann. -25.86% (Sharpe / Sortino numerator)
Volatility
14.27%
Sharpe ratio
-2.067
VaR 95%
-1.43%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.64%
Ann. -10.74% (Sharpe / Sortino numerator)
Volatility
12.28%
Sharpe ratio
-1.170
VaR 95%
-1.44%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
14.11%
Ann. -1.12% (Sharpe / Sortino numerator)
Volatility
11.94%
Sharpe ratio
-0.398
VaR 95%
-1.25%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
17.91%
Ann. 17.29% (Sharpe / Sortino numerator)
Volatility
16.97%
Sharpe ratio
0.805
VaR 95%
-1.28%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
41.06%
Ann. 14.50% (Sharpe / Sortino numerator)
Volatility
15.13%
Sharpe ratio
0.719
VaR 95%
-1.31%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
89.23%
Ann. 20.44% (Sharpe / Sortino numerator)
Volatility
13.95%
Sharpe ratio
1.204
VaR 95%
-1.22%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.068%
Best day
2.5%
Worst day
-2.131%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $17.67 | $17.73 | $17.65 | $17.71 | 82,800 |
| 14/10/2026 | $17.64 | $17.64 | $17.55 | $17.59 | 118,900 |
| 13/10/2026 | $17.71 | $17.71 | $17.66 | $17.66 | 95,600 |
| 12/10/2026 | $17.63 | $17.67 | $17.61 | $17.63 | 111,600 |
| 09/10/2026 | $17.53 | $17.63 | $17.52 | $17.63 | 55,000 |
| 08/10/2026 | $17.46 | $17.48 | $17.41 | $17.48 | 84,400 |
| 07/10/2026 | $17.42 | $17.48 | $17.39 | $17.46 | 63,100 |
| 06/10/2026 | $17.40 | $17.48 | $17.35 | $17.48 | 85,800 |
| 05/10/2026 | $17.18 | $17.33 | $17.18 | $17.29 | 60,400 |
| 02/10/2026 | $17.22 | $17.24 | $17.15 | $17.19 | 85,800 |