-26.8%
BX vs EMB
+3.6%
-30.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -0.7% |
| 7D | -8.9% | -1.1% | -7.8% | -6.2% |
| 30D | -14.8% | -1.1% | -13.7% | -12.2% |
| 3M | +6.9% | -0.8% | +7.7% | +9.2% |
| 6M | +16.3% | -0.1% | +16.3% | +18.8% |
| YTD | -16.1% | +0.4% | -16.5% | -15.3% |
| 1Y | -26.8% | +3.3% | -30.1% | -31.5% |
| All | -26.8% | +3.6% | -30.4% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling