+35.2%
BN vs EME
+545.9%
-510.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.0% |
| 7D | -3.0% | +2.7% | -5.7% | -4.0% |
| 30D | -13.0% | -6.8% | -6.2% | -10.9% |
| 3M | -15.2% | -8.8% | -6.4% | -13.4% |
| 6M | -5.9% | +5.0% | -10.9% | -9.9% |
| YTD | -15.8% | +23.5% | -39.3% | -25.6% |
| 1Y | -12.2% | +21.3% | -33.5% | -23.5% |
| 3Y | +72.2% | +241.1% | -168.9% | -17.0% |
| All | +35.2% | +545.9% | -510.7% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling