+125.7%
EEM vs BN
+263.5%
-137.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.6% |
| 7D | -0.7% | -5.9% | +5.2% | +1.8% |
| 30D | +2.4% | -15.1% | +17.5% | +9.6% |
| 3M | +4.2% | -14.6% | +18.7% | +11.1% |
| 6M | +14.8% | -8.4% | +23.2% | +18.6% |
| YTD | +23.1% | -16.8% | +39.9% | +31.9% |
| 1Y | +32.5% | -14.4% | +46.9% | +39.8% |
| 3Y | +85.9% | +70.1% | +15.8% | +40.7% |
| 5Y | +43.6% | +33.5% | +10.0% | +18.0% |
| All | +125.7% | +263.5% | -137.8% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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