+68.3%
BP vs EMB
+128.5%
-60.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | -6.9% | +0.8% | -7.7% | -7.5% |
| 30D | -3.6% | +1.5% | -5.1% | -4.7% |
| 3M | +8.4% | -1.9% | +10.4% | +9.8% |
| 6M | +5.3% | -1.6% | +6.9% | +6.2% |
| YTD | +33.2% | 0.0% | +33.2% | +32.2% |
| 1Y | +28.2% | +1.1% | +27.1% | +26.2% |
| 3Y | +49.2% | +30.9% | +18.4% | +19.9% |
| 5Y | +102.9% | +7.1% | +95.8% | +90.5% |
| 10Y | +127.7% | +31.1% | +96.5% | +90.5% |
| All | +68.3% | +128.5% | -60.2% | +39.5% |
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