+1,344.7%
EME vs BNS
+188.9%
+1,155.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +3.9% |
| 7D | +3.5% | -0.4% | +3.9% | +3.8% |
| 30D | -6.3% | +3.5% | -9.8% | -9.0% |
| 3M | -3.8% | +14.1% | -17.8% | -12.7% |
| 6M | +8.5% | +33.8% | -25.3% | -12.1% |
| YTD | +27.8% | +29.5% | -1.6% | +5.7% |
| 1Y | +22.2% | +48.4% | -26.2% | -8.5% |
| 3Y | +253.5% | +129.6% | +123.9% | +89.2% |
| 5Y | +578.6% | +96.1% | +482.6% | +300.9% |
| All | +1,344.7% | +188.9% | +1,155.8% | +569.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling