+290.2%
BN vs EME
+905.2%
-614.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -1.0% | +8.4% | -9.4% | -4.3% |
| 30D | +14.0% | -11.5% | +25.5% | +18.8% |
| 3M | -9.0% | -20.6% | +11.6% | -1.2% |
| 6M | -8.8% | -28.5% | +19.7% | +2.2% |
| YTD | -10.3% | +8.0% | -18.3% | -17.8% |
| 1Y | -5.8% | +6.8% | -12.6% | -13.4% |
| 3Y | +94.8% | +213.9% | -119.1% | -1.3% |
| 5Y | +31.5% | +414.8% | -383.3% | -48.9% |
| All | +290.2% | +905.2% | -614.9% | +7.0% |
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