+851.2%
EEM vs BNS
+1,293.9%
-442.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | +2.0% | -1.3% | +3.3% | +2.9% |
| 30D | +5.1% | +4.0% | +1.1% | +1.9% |
| 3M | +4.6% | +13.8% | -9.2% | -5.0% |
| 6M | +17.8% | +32.7% | -14.9% | -3.9% |
| YTD | +25.8% | +27.6% | -1.8% | +5.4% |
| 1Y | +36.4% | +47.4% | -11.0% | +3.0% |
| 3Y | +90.0% | +129.0% | -39.0% | +3.0% |
| 5Y | +46.6% | +92.7% | -46.1% | -11.9% |
| 10Y | +132.3% | +182.1% | -49.8% | -0.3% |
| All | +851.2% | +1,293.9% | -442.7% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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