+280.0%
EMR vs BN
+280.2%
-0.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.3% |
| 7D | +0.7% | +4.3% | -3.6% | -1.9% |
| 30D | +3.5% | +14.3% | -10.8% | -4.8% |
| 3M | +5.9% | -4.1% | +10.0% | +8.3% |
| 6M | +19.4% | -9.7% | +29.1% | +26.4% |
| YTD | +27.7% | -7.1% | +34.8% | +32.2% |
| 1Y | +30.9% | -7.4% | +38.3% | +35.7% |
| 3Y | +104.2% | +102.3% | +1.8% | +28.6% |
| 5Y | +89.6% | +35.9% | +53.7% | +47.5% |
| 10Y | +280.0% | +289.2% | -9.2% | +56.4% |
| All | +280.0% | +280.2% | -0.2% | +56.4% |
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