+27.0%
BROS vs EME
+560.9%
-533.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -6.7% | +1.9% | -8.6% | -7.3% |
| 30D | -29.1% | -8.3% | -20.8% | -26.9% |
| 3M | -16.7% | -10.7% | -6.0% | -14.5% |
| 6M | -11.6% | +1.9% | -13.5% | -14.1% |
| YTD | -23.9% | +23.5% | -47.4% | -32.3% |
| 1Y | -34.8% | +18.0% | -52.8% | -41.9% |
| 3Y | +62.1% | +236.1% | -174.0% | -8.0% |
| All | +27.0% | +560.9% | -533.9% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling