+34.6%
EEM vs BN
+33.2%
+1.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +0.7% | -2.4% | +3.1% | +1.6% |
| 30D | -6.2% | +13.5% | -19.7% | -10.8% |
| 3M | -5.2% | -5.9% | +0.8% | -3.2% |
| 6M | -8.1% | -8.9% | +0.8% | -5.2% |
| YTD | +14.0% | -7.9% | +21.9% | +16.5% |
| 1Y | +13.8% | -8.3% | +22.1% | +16.3% |
| 3Y | +73.7% | +100.8% | -27.0% | +27.5% |
| 5Y | +34.6% | +38.2% | -3.7% | +12.3% |
| All | +34.6% | +33.2% | +1.4% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling