+70.8%
BP vs EMB
+127.3%
-56.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.8% | -0.4% | -0.4% | -0.5% |
| 30D | -3.1% | +1.1% | -4.2% | -4.0% |
| 3M | +6.2% | -2.0% | +8.2% | +7.6% |
| 6M | +4.8% | -1.9% | +6.7% | +5.9% |
| YTD | +35.2% | -0.5% | +35.7% | +34.7% |
| 1Y | +27.4% | +0.1% | +27.3% | +26.4% |
| 3Y | +49.8% | +29.7% | +20.1% | +21.1% |
| 5Y | +109.4% | +8.1% | +101.3% | +95.0% |
| 10Y | +135.7% | +36.3% | +99.4% | +94.2% |
| All | +70.8% | +127.3% | -56.5% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling