+1,298.6%
BX vs EMB
+126.0%
+1,172.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.7% |
| 7D | +0.6% | -0.9% | +1.5% | +1.9% |
| 30D | +14.2% | +0.4% | +13.9% | +14.0% |
| 3M | -18.7% | -3.1% | -15.6% | -14.8% |
| 6M | +2.5% | -2.1% | +4.5% | +6.1% |
| YTD | -18.8% | -1.1% | -17.7% | -16.9% |
| 1Y | -10.3% | -0.1% | -10.3% | -9.4% |
| 3Y | +35.4% | +29.6% | +5.8% | -0.7% |
| 5Y | +0.3% | +7.2% | -6.9% | -5.6% |
| 10Y | +668.4% | +35.5% | +632.9% | +487.9% |
| All | +1,298.6% | +126.0% | +1,172.6% | +611.9% |
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