+88.6%
EEM vs BN
+74.6%
+14.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.1% |
| 7D | +3.1% | -1.2% | +4.3% | +3.5% |
| 30D | +4.9% | -10.9% | +15.8% | +9.1% |
| 3M | +5.2% | -11.1% | +16.3% | +9.5% |
| 6M | +20.7% | -4.4% | +25.1% | +22.3% |
| YTD | +26.5% | -14.1% | +40.6% | +32.2% |
| 1Y | +37.8% | -11.1% | +48.9% | +42.1% |
| All | +88.6% | +74.6% | +14.0% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling