+277.4%
EMR vs BN
+257.9%
+19.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | 0.0% |
| 7D | +0.9% | -3.0% | +3.9% | +2.8% |
| 30D | -5.0% | -13.0% | +8.1% | +3.4% |
| 3M | +5.9% | -15.2% | +21.1% | +17.0% |
| 6M | +7.3% | -5.9% | +13.2% | +10.9% |
| YTD | +14.6% | -15.8% | +30.3% | +26.2% |
| 1Y | +15.6% | -12.2% | +27.8% | +23.8% |
| 3Y | +60.2% | +72.2% | -12.0% | +11.1% |
| 5Y | +65.8% | +33.2% | +32.6% | +29.7% |
| 10Y | +277.4% | +264.7% | +12.7% | +60.5% |
| All | +277.4% | +257.9% | +19.4% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling