+32.5%
EEM vs BROS
-33.2%
+65.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.7% |
| 7D | -0.7% | -6.1% | +5.4% | +0.1% |
| 30D | +2.4% | -12.4% | +14.8% | +4.1% |
| 3M | +4.2% | -27.9% | +32.1% | +7.6% |
| 6M | +14.8% | -16.8% | +31.6% | +15.2% |
| YTD | +23.1% | -29.0% | +52.1% | +24.8% |
| 1Y | +32.5% | -33.2% | +65.7% | +32.3% |
| All | +32.5% | -33.2% | +65.7% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling