+125.7%
EEM vs BP
+137.6%
-11.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.4% |
| 7D | -0.7% | +5.7% | -6.4% | -2.3% |
| 30D | +2.4% | +8.1% | -5.7% | -0.1% |
| 3M | +4.2% | +8.6% | -4.4% | +1.1% |
| 6M | +14.8% | +18.1% | -3.4% | +7.5% |
| YTD | +23.1% | +37.6% | -14.5% | +9.4% |
| 1Y | +32.5% | +39.4% | -6.9% | +16.9% |
| 3Y | +85.9% | +40.1% | +45.8% | +61.0% |
| 5Y | +43.6% | +141.3% | -97.7% | +0.1% |
| All | +125.7% | +137.6% | -11.9% | +50.6% |
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