-4.6%
BROS vs EMB
+5.6%
-10.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -1.0% |
| 7D | -20.4% | -0.4% | -20.0% | -19.6% |
| 30D | -6.1% | +1.5% | -7.6% | -8.4% |
| 3M | -29.4% | -1.6% | -27.8% | -27.0% |
| 6M | -31.5% | -1.5% | -30.0% | -29.2% |
| YTD | -42.8% | -0.1% | -42.7% | -42.1% |
| 1Y | -37.5% | +0.5% | -38.0% | -37.3% |
| 3Y | +27.2% | +30.2% | -3.1% | -16.0% |
| 5Y | -47.0% | +8.6% | -55.5% | -58.2% |
| All | -4.6% | +5.6% | -10.2% | -27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling