+128.4%
EEM vs BX
+846.0%
-717.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.7% | -1.2% |
| 7D | -0.7% | -8.9% | +8.2% | +2.4% |
| 30D | +2.4% | -14.8% | +17.2% | +7.9% |
| 3M | +4.2% | +6.9% | -2.8% | +1.2% |
| 6M | +14.8% | +16.3% | -1.5% | +7.8% |
| YTD | +23.1% | -16.1% | +39.2% | +28.4% |
| 1Y | +32.5% | -26.8% | +59.3% | +44.2% |
| 3Y | +85.9% | +22.4% | +63.4% | +63.3% |
| 5Y | +43.6% | +16.0% | +27.6% | +21.0% |
| 10Y | +127.2% | +646.9% | -519.7% | -6.4% |
| All | +128.4% | +846.0% | -717.5% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling