+131.7%
EMB vs BN
+631.9%
-500.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | 0.0% | -2.5% | +2.5% | +0.3% |
| 30D | -0.3% | -9.5% | +9.2% | +0.9% |
| 3M | -0.4% | -10.4% | +10.0% | +0.9% |
| 6M | +0.1% | -6.4% | +6.5% | +0.8% |
| YTD | +1.6% | -11.9% | +13.5% | +2.9% |
| 1Y | +5.6% | -8.6% | +14.2% | +6.3% |
| 3Y | +29.8% | +77.6% | -47.7% | +18.9% |
| 5Y | +7.3% | +37.0% | -29.8% | +0.3% |
| 10Y | +30.4% | +266.4% | -236.0% | +9.4% |
| All | +131.7% | +631.9% | -500.2% | +79.1% |
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