+128.1%
EMB vs BN
+681.7%
-553.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.1% |
| 7D | +0.8% | +3.6% | -2.8% | +0.3% |
| 30D | +1.5% | +15.9% | -14.4% | -0.5% |
| 3M | -1.9% | -2.3% | +0.4% | -1.7% |
| 6M | -1.6% | -8.4% | +6.8% | -0.7% |
| YTD | 0.0% | -5.9% | +5.9% | +0.3% |
| 1Y | +1.1% | -5.6% | +6.6% | +1.3% |
| 3Y | +30.9% | +104.2% | -73.3% | +17.8% |
| 5Y | +7.1% | +35.5% | -28.4% | +0.1% |
| 10Y | +31.1% | +285.2% | -254.1% | +9.1% |
| All | +128.1% | +681.7% | -553.6% | +74.7% |
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