+19.7%
BROS vs EME
+584.1%
-564.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.3% | -0.4% |
| 7D | -5.8% | +3.5% | -9.3% | -6.9% |
| 30D | -14.0% | -6.3% | -7.6% | -12.2% |
| 3M | -32.5% | -3.8% | -28.7% | -32.5% |
| 6M | -14.9% | +8.5% | -23.4% | -19.2% |
| YTD | -28.3% | +27.8% | -56.1% | -37.0% |
| 1Y | -34.0% | +22.2% | -56.2% | -41.9% |
| 3Y | +63.0% | +253.5% | -190.5% | -9.3% |
| All | +19.7% | +584.1% | -564.4% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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