+746.2%
EEM vs BN
+4,689.7%
-3,943.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.6% |
| 7D | +2.7% | -1.0% | +3.7% | +3.2% |
| 30D | -5.4% | +14.0% | -19.4% | -12.5% |
| 3M | -8.6% | -9.0% | +0.4% | -4.1% |
| 6M | -8.9% | -8.8% | -0.1% | -4.8% |
| YTD | +11.9% | -10.3% | +22.2% | +17.0% |
| 1Y | +13.1% | -5.8% | +18.9% | +14.9% |
| 3Y | +70.7% | +94.8% | -24.1% | +7.6% |
| 5Y | +31.8% | +31.5% | +0.3% | +0.2% |
| 10Y | +119.5% | +291.9% | -172.4% | -25.7% |
| All | +746.2% | +4,689.7% | -3,943.6% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling