+121.9%
EEM vs BP
+141.7%
-19.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | +5.3% | +2.5% | +2.8% | +4.6% |
| 30D | -7.0% | -5.6% | -1.4% | -5.6% |
| 3M | -8.0% | +8.0% | -16.0% | -10.6% |
| 6M | -6.6% | +5.7% | -12.3% | -9.2% |
| YTD | +12.3% | +36.8% | -24.5% | -0.4% |
| 1Y | +12.2% | +30.7% | -18.6% | +0.8% |
| 3Y | +71.2% | +51.6% | +19.6% | +44.2% |
| 5Y | +32.2% | +112.2% | -80.0% | -3.5% |
| All | +121.9% | +141.7% | -19.8% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling