+912.2%
BX vs EME
+2,137.7%
-1,225.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.2% | -2.3% |
| 7D | -5.7% | +2.7% | -8.4% | -7.1% |
| 30D | -8.9% | -6.8% | -2.1% | -5.7% |
| 3M | +8.4% | -8.8% | +17.2% | +10.7% |
| 6M | +18.9% | +5.0% | +13.9% | +11.1% |
| YTD | -13.6% | +23.5% | -37.1% | -27.3% |
| 1Y | -22.4% | +21.3% | -43.8% | -36.0% |
| 3Y | +26.0% | +241.1% | -215.0% | -46.9% |
| 5Y | +18.8% | +549.2% | -530.4% | -66.3% |
| 10Y | +668.7% | +1,306.4% | -637.7% | +23.7% |
| All | +912.2% | +2,137.7% | -1,225.5% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling