+46.6%
EEM vs BP
+141.6%
-95.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | +2.0% | +4.0% | -2.0% | +1.1% |
| 30D | +5.1% | +7.8% | -2.8% | +3.4% |
| 3M | +4.6% | +8.4% | -3.8% | +2.5% |
| 6M | +17.8% | +15.1% | +2.7% | +12.7% |
| YTD | +25.8% | +36.4% | -10.6% | +14.7% |
| 1Y | +36.4% | +40.9% | -4.5% | +22.9% |
| 3Y | +90.0% | +38.8% | +51.1% | +69.1% |
| 5Y | +46.6% | +141.1% | -94.5% | +8.1% |
| All | +46.6% | +141.6% | -95.0% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling