+17,742.2%
BN vs EME
+53,750.9%
-36,008.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -0.3% | +11.3% | -11.6% | -3.6% |
| 30D | +13.6% | -14.6% | +28.1% | +18.4% |
| 3M | -6.7% | -20.4% | +13.8% | -0.8% |
| 6M | -9.0% | -28.3% | +19.3% | -1.3% |
| YTD | -8.8% | +8.6% | -17.4% | -13.7% |
| 1Y | -10.6% | +3.2% | -13.9% | -14.2% |
| 3Y | +98.8% | +216.8% | -118.0% | +30.6% |
| 5Y | +33.6% | +417.5% | -383.9% | -24.8% |
| 10Y | +298.3% | +922.2% | -623.9% | +78.4% |
| All | +17,742.2% | +53,750.9% | -36,008.6% | +4,830.7% |
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 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