+125.0%
BP vs EMB
+29.2%
+95.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.6% |
| 7D | +0.9% | +0.3% | +0.6% | +0.6% |
| 30D | +9.1% | -0.5% | +9.6% | +9.6% |
| 3M | +3.9% | +0.3% | +3.6% | +3.2% |
| 6M | +13.6% | +1.2% | +12.5% | +11.2% |
| YTD | +34.0% | +1.5% | +32.6% | +30.6% |
| 1Y | +39.2% | +4.8% | +34.4% | +30.3% |
| 3Y | +36.4% | +30.4% | +6.1% | -2.6% |
| 5Y | +135.8% | +7.3% | +128.5% | +127.1% |
| 10Y | +125.0% | +29.7% | +95.3% | +78.7% |
| All | +125.0% | +29.2% | +95.8% | +78.7% |
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