+18.4%
BX vs EME
+575.5%
-557.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +0.7% |
| 7D | -5.6% | +3.5% | -9.1% | -7.0% |
| 30D | -12.2% | -6.3% | -5.9% | -10.1% |
| 3M | +7.4% | -3.8% | +11.2% | +7.4% |
| 6M | +22.2% | +8.5% | +13.7% | +14.4% |
| YTD | -14.0% | +27.8% | -41.8% | -26.5% |
| 1Y | -27.3% | +22.2% | -49.5% | -38.6% |
| 3Y | +24.5% | +253.5% | -228.9% | -50.2% |
| All | +18.4% | +575.5% | -557.1% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling