+258.5%
BN vs EME
+1,362.1%
-1,103.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -1.4% |
| 7D | -5.2% | +3.5% | -8.7% | -6.6% |
| 30D | -14.5% | -6.3% | -8.1% | -12.4% |
| 3M | -15.0% | -3.8% | -11.2% | -15.2% |
| 6M | -5.4% | +8.5% | -13.9% | -11.1% |
| YTD | -16.4% | +27.8% | -44.2% | -27.7% |
| 1Y | -16.2% | +22.2% | -38.5% | -27.4% |
| 3Y | +67.5% | +253.5% | -185.9% | -17.1% |
| 5Y | +34.1% | +578.6% | -544.5% | -52.7% |
| All | +258.5% | +1,362.1% | -1,103.7% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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