+85.9%
EEM vs BX
+25.1%
+60.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.7% |
| 7D | -1.3% | -5.6% | +4.4% | 0.0% |
| 30D | +2.1% | -12.2% | +14.3% | +5.0% |
| 3M | +1.0% | +7.4% | -6.4% | -1.0% |
| 6M | +15.9% | +22.2% | -6.3% | +10.0% |
| YTD | +24.6% | -14.0% | +38.7% | +27.6% |
| 1Y | +32.3% | -27.3% | +59.6% | +40.6% |
| 3Y | +85.9% | +24.5% | +61.4% | +67.3% |
| All | +85.9% | +25.1% | +60.8% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling