+142.2%
BP vs EMB
+36.5%
+105.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.1% |
| 7D | +3.8% | -0.9% | +4.7% | +4.8% |
| 30D | -5.3% | +0.4% | -5.6% | -5.8% |
| 3M | +9.3% | -3.1% | +12.4% | +12.9% |
| 6M | +7.2% | -2.1% | +9.3% | +9.0% |
| YTD | +38.0% | -1.1% | +39.1% | +38.0% |
| 1Y | +33.2% | -0.1% | +33.3% | +31.4% |
| 3Y | +50.3% | +29.6% | +20.7% | +7.1% |
| 5Y | +114.1% | +7.2% | +106.9% | +103.8% |
| All | +142.2% | +36.5% | +105.7% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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