+121.1%
EEM vs BN
+290.8%
-169.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | +2.7% | -1.0% | +3.7% | +3.1% |
| 30D | -5.4% | +14.0% | -19.4% | -10.6% |
| 3M | -8.6% | -9.0% | +0.4% | -5.3% |
| 6M | -8.9% | -8.8% | -0.1% | -5.8% |
| YTD | +11.9% | -10.3% | +22.2% | +15.9% |
| 1Y | +13.1% | -5.8% | +18.9% | +14.6% |
| 3Y | +70.7% | +94.8% | -24.1% | +22.4% |
| 5Y | +31.8% | +31.5% | +0.3% | +9.6% |
| All | +121.1% | +290.8% | -169.7% | +2.8% |
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