+15.0%
EEM vs BP
+35.3%
-20.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.0% | +0.3% |
| 7D | -3.0% | -8.4% | +5.4% | -4.0% |
| 30D | -10.3% | +2.2% | -12.6% | -10.0% |
| 3M | -6.6% | +8.8% | -15.4% | -5.5% |
| 6M | -3.4% | -0.5% | -2.9% | -2.5% |
| YTD | +13.2% | +36.2% | -23.0% | +9.9% |
| 1Y | +15.0% | +36.6% | -21.6% | +10.4% |
| All | +15.0% | +35.3% | -20.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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