+131.7%
EMB vs BNS
+343.1%
-211.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | 0.0% | +1.5% | -1.6% | -0.2% |
| 30D | -0.3% | +6.0% | -6.3% | -1.2% |
| 3M | -0.4% | +16.3% | -16.8% | -2.8% |
| 6M | +0.1% | +28.8% | -28.6% | -3.9% |
| YTD | +1.6% | +30.0% | -28.4% | -2.6% |
| 1Y | +5.6% | +50.7% | -45.1% | -1.1% |
| 3Y | +29.8% | +125.4% | -95.6% | +13.8% |
| 5Y | +7.3% | +94.2% | -87.0% | -4.3% |
| 10Y | +30.4% | +182.8% | -152.4% | +8.6% |
| All | +131.7% | +343.1% | -211.4% | +78.4% |
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