+30.7%
EMB vs BN
+257.9%
-227.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | 0.0% | -3.0% | +3.0% | +0.6% |
| 30D | -0.3% | -13.0% | +12.7% | +2.2% |
| 3M | -0.3% | -15.2% | +14.9% | +2.6% |
| 6M | +0.7% | -5.9% | +6.7% | +1.5% |
| YTD | +1.3% | -15.8% | +17.0% | +3.9% |
| 1Y | +4.7% | -12.2% | +16.9% | +6.4% |
| 3Y | +30.1% | +72.2% | -42.1% | +14.0% |
| 5Y | +6.9% | +33.2% | -26.3% | -3.2% |
| 10Y | +30.7% | +264.7% | -233.9% | -3.6% |
| All | +30.7% | +257.9% | -227.2% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling