+31.3%
EEM vs BROS
+10.5%
+20.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -0.9% |
| 7D | +2.7% | +6.3% | -3.6% | +2.1% |
| 30D | -5.4% | -8.3% | +3.0% | -4.8% |
| 3M | -8.6% | -29.8% | +21.1% | -6.1% |
| 6M | -8.9% | -25.8% | +16.9% | -7.2% |
| YTD | +11.9% | -41.4% | +53.3% | +15.9% |
| 1Y | +13.1% | -35.2% | +48.2% | +16.1% |
| 3Y | +70.7% | +32.8% | +37.9% | +61.6% |
| 5Y | +31.8% | -42.2% | +73.9% | +26.5% |
| All | +31.3% | +10.5% | +20.8% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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