+18.8%
BX vs EMB
+7.1%
+11.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.2% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | -8.9% | -0.3% | -8.6% | -8.2% |
| 3M | +8.4% | -0.3% | +8.7% | +9.3% |
| 6M | +18.9% | +0.7% | +18.2% | +17.7% |
| YTD | -13.6% | +1.3% | -14.9% | -15.3% |
| 1Y | -22.4% | +4.7% | -27.1% | -29.0% |
| 3Y | +26.0% | +30.1% | -4.1% | -24.1% |
| 5Y | +18.8% | +6.9% | +11.9% | +31.8% |
| All | +18.8% | +7.1% | +11.6% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling