+16,695.9%
BN vs EME
+62,686.4%
-45,990.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.4% |
| 7D | -1.2% | +5.2% | -6.3% | -2.8% |
| 30D | -10.9% | -5.4% | -5.6% | -9.6% |
| 3M | -11.1% | -6.1% | -5.0% | -10.6% |
| 6M | -4.4% | +9.7% | -14.0% | -8.6% |
| YTD | -14.1% | +26.6% | -40.7% | -21.9% |
| 1Y | -11.1% | +24.6% | -35.7% | -19.5% |
| 3Y | +75.6% | +249.6% | -174.0% | +12.7% |
| 5Y | +35.8% | +556.6% | -520.8% | -28.5% |
| 10Y | +261.6% | +1,286.6% | -1,025.0% | +49.2% |
| All | +16,695.9% | +62,686.4% | -45,990.5% | +4,362.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling