+854.3%
EEM vs BN
+4,604.0%
-3,749.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +2.3% | -2.5% | +4.8% | +3.7% |
| 30D | +4.5% | -9.5% | +14.0% | +10.5% |
| 3M | -0.1% | -10.4% | +10.3% | +6.0% |
| 6M | +16.9% | -6.4% | +23.3% | +20.6% |
| YTD | +26.2% | -11.9% | +38.1% | +33.9% |
| 1Y | +40.5% | -8.6% | +49.1% | +45.2% |
| 3Y | +86.2% | +77.6% | +8.6% | +23.5% |
| 5Y | +45.5% | +37.0% | +8.4% | +7.8% |
| 10Y | +128.6% | +266.4% | -137.8% | -18.8% |
| All | +854.3% | +4,604.0% | -3,749.7% | -0.8% |
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 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