+1,469.3%
BX vs EMB
+132.1%
+1,337.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +0.1% | -0.3% | +0.4% | +0.6% |
| 3M | +16.0% | -0.4% | +16.4% | +16.9% |
| 6M | +21.6% | +0.1% | +21.5% | +22.0% |
| YTD | -8.9% | +1.6% | -10.5% | -10.3% |
| 1Y | -16.6% | +5.6% | -22.2% | -22.0% |
| 3Y | +43.3% | +29.8% | +13.5% | +4.5% |
| 5Y | +25.7% | +7.3% | +18.4% | +17.3% |
| 10Y | +689.5% | +30.4% | +659.1% | +516.4% |
| All | +1,469.3% | +132.1% | +1,337.2% | +667.8% |
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 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