+6.4%
EMB vs BN
+30.4%
-24.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -0.1% | +5.3% | -5.4% | -1.1% |
| 30D | +1.3% | +11.9% | -10.6% | -0.8% |
| 3M | -2.2% | -5.7% | +3.5% | -1.4% |
| 6M | -2.3% | -10.6% | +8.3% | -0.7% |
| YTD | -0.6% | -9.4% | +8.7% | +0.5% |
| 1Y | +0.5% | -8.8% | +9.3% | +1.4% |
| 3Y | +29.4% | +95.6% | -66.2% | +9.4% |
| All | +6.4% | +30.4% | -24.0% | -4.9% |
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