+87.7%
EEM vs BP
+37.6%
+50.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | +2.0% | +4.0% | -2.0% | +1.4% |
| 30D | +5.1% | +7.8% | -2.8% | +3.9% |
| 3M | +4.6% | +8.4% | -3.8% | +3.2% |
| 6M | +17.8% | +15.1% | +2.7% | +13.5% |
| YTD | +25.8% | +36.4% | -10.6% | +15.6% |
| 1Y | +36.4% | +40.9% | -4.5% | +23.8% |
| All | +87.7% | +37.6% | +50.0% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling