-20.3%
BROS vs EMB
+0.7%
-20.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | -1.7% |
| 7D | +2.5% | +0.7% | +1.8% | +0.6% |
| 30D | +15.1% | +2.3% | +12.7% | +8.0% |
| 3M | -31.4% | -2.5% | -28.9% | -25.6% |
| 6M | -22.6% | -1.1% | -21.5% | -19.3% |
| YTD | -28.1% | -0.6% | -27.5% | -26.2% |
| 1Y | -20.3% | +0.6% | -20.9% | -21.8% |
| All | -20.3% | +0.7% | -20.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling