+1,319.8%
BX vs EMB
+127.3%
+1,192.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.6% |
| 7D | -2.8% | -0.4% | -2.4% | -2.2% |
| 30D | +7.3% | +1.1% | +6.2% | +5.9% |
| 3M | -16.3% | -2.0% | -14.3% | -13.6% |
| 6M | +2.5% | -1.9% | +4.4% | +5.9% |
| YTD | -17.6% | -0.5% | -17.1% | -16.3% |
| 1Y | -12.4% | +0.1% | -12.5% | -11.7% |
| 3Y | +36.2% | +29.7% | +6.5% | -0.3% |
| 5Y | +3.0% | +8.1% | -5.1% | -4.1% |
| 10Y | +680.0% | +36.3% | +643.7% | +491.9% |
| All | +1,319.8% | +127.3% | +1,192.4% | +616.7% |
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