+65.4%
BP vs EMB
+132.1%
-66.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | +7.6% | -0.3% | +7.9% | +7.8% |
| 3M | +0.7% | -0.4% | +1.1% | +0.8% |
| 6M | +15.5% | +0.1% | +15.4% | +14.8% |
| YTD | +30.8% | +1.6% | +29.2% | +28.5% |
| 1Y | +34.3% | +5.6% | +28.7% | +27.9% |
| 3Y | +35.1% | +29.8% | +5.2% | +9.2% |
| 5Y | +126.8% | +7.3% | +119.6% | +113.1% |
| 10Y | +123.4% | +30.4% | +92.9% | +86.7% |
| All | +65.4% | +132.1% | -66.8% | +35.6% |
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