+22.6%
BROS vs EMB
+7.1%
+15.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.6% |
| 7D | -6.6% | 0.0% | -6.6% | -6.6% |
| 30D | -12.3% | -0.3% | -12.1% | -11.8% |
| 3M | -22.2% | -0.3% | -21.9% | -21.6% |
| 6M | -14.3% | +0.7% | -15.0% | -14.7% |
| YTD | -26.6% | +1.3% | -27.8% | -27.6% |
| 1Y | -31.5% | +4.7% | -36.2% | -36.2% |
| 3Y | +62.3% | +30.1% | +32.2% | +6.8% |
| All | +22.6% | +7.1% | +15.5% | -9.1% |
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