+5,919.3%
EME vs BNS
+1,476.3%
+4,443.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.4% |
| 7D | +0.9% | -2.2% | +3.1% | +2.5% |
| 30D | -8.4% | +4.5% | -12.9% | -11.7% |
| 3M | -3.6% | +14.9% | -18.5% | -13.2% |
| 6M | +3.6% | +32.5% | -28.9% | -15.8% |
| YTD | +22.5% | +28.6% | -6.1% | +1.5% |
| 1Y | +18.2% | +48.4% | -30.2% | -11.9% |
| 3Y | +238.4% | +130.8% | +107.6% | +79.6% |
| 5Y | +550.5% | +94.8% | +455.7% | +283.6% |
| 10Y | +1,295.3% | +184.3% | +1,111.0% | +517.4% |
| All | +5,919.3% | +1,476.3% | +4,443.0% | +738.2% |
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