-28.6%
BROS vs EMB
+5.1%
-33.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.1% |
| 7D | -0.9% | +0.3% | -1.2% | -1.9% |
| 30D | -13.5% | -0.5% | -13.0% | -12.0% |
| 3M | -18.4% | +0.3% | -18.8% | -18.9% |
| 6M | -10.6% | +1.2% | -11.8% | -12.9% |
| YTD | -25.1% | +1.5% | -26.5% | -28.0% |
| 1Y | -28.6% | +4.8% | -33.4% | -37.6% |
| All | -28.6% | +5.1% | -33.7% | -37.6% |
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