-8.5%
BX vs EME
-3.1%
-5.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.6% | +15.9% | +6.9% |
| 7D | +8.3% | -5.8% | +14.1% | +8.4% |
| 30D | +13.5% | -17.9% | +31.5% | +15.6% |
| 3M | -7.6% | -22.0% | +14.4% | -5.5% |
| 6M | +4.0% | -29.7% | +33.7% | +9.4% |
| YTD | -15.2% | +4.7% | -19.9% | -18.3% |
| 1Y | -8.5% | -2.1% | -6.4% | -10.5% |
| All | -8.5% | -3.1% | -5.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling