+30.8%
BX vs EMB
+30.2%
+0.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.3% |
| 7D | -2.0% | +0.3% | -2.3% | -2.7% |
| 30D | -2.3% | -0.5% | -1.8% | -1.0% |
| 3M | +18.5% | +0.3% | +18.2% | +17.8% |
| 6M | +23.7% | +1.2% | +22.5% | +21.0% |
| YTD | -10.4% | +1.5% | -11.8% | -12.9% |
| 1Y | -19.6% | +4.8% | -24.4% | -27.8% |
| 3Y | +30.8% | +30.4% | +0.4% | -28.2% |
| All | +30.8% | +30.2% | +0.6% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling