+32.3%
EEM vs BRO
-27.7%
+60.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.2% |
| 7D | -1.3% | -7.3% | +6.1% | -3.4% |
| 30D | +2.1% | -6.9% | +8.9% | +0.1% |
| 3M | +1.0% | +10.7% | -9.6% | +4.0% |
| 6M | +15.9% | -2.7% | +18.6% | +17.8% |
| YTD | +24.6% | -16.3% | +41.0% | +23.7% |
| 1Y | +32.3% | -29.1% | +61.4% | +27.8% |
| All | +32.3% | -27.7% | +60.0% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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