+128.5%
EEM vs BX
+673.1%
-544.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.5% |
| 7D | -1.3% | -5.6% | +4.4% | +0.5% |
| 30D | +2.1% | -12.2% | +14.3% | +6.1% |
| 3M | +1.0% | +7.4% | -6.4% | -1.8% |
| 6M | +15.9% | +22.2% | -6.3% | +7.8% |
| YTD | +24.6% | -14.0% | +38.7% | +28.7% |
| 1Y | +32.3% | -27.3% | +59.6% | +43.6% |
| 3Y | +85.9% | +24.5% | +61.4% | +63.2% |
| 5Y | +45.4% | +18.9% | +26.5% | +22.5% |
| All | +128.5% | +673.1% | -544.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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