+61.2%
BROS vs EME
+237.6%
-176.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | -6.1% | +0.9% | -7.0% | -6.4% |
| 30D | -12.4% | -8.4% | -4.0% | -10.0% |
| 3M | -27.9% | -3.6% | -24.3% | -28.1% |
| 6M | -16.8% | +3.6% | -20.4% | -19.6% |
| YTD | -29.0% | +22.5% | -51.6% | -36.6% |
| 1Y | -33.2% | +18.2% | -51.4% | -40.6% |
| All | +61.2% | +237.6% | -176.4% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling