+13.1%
EEM vs BROS
-37.3%
+50.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -1.3% |
| 7D | +2.7% | +6.3% | -3.6% | +1.7% |
| 30D | -5.4% | -8.3% | +3.0% | -4.3% |
| 3M | -8.6% | -29.8% | +21.1% | -4.4% |
| 6M | -8.9% | -25.8% | +16.9% | -7.4% |
| YTD | +11.9% | -41.4% | +53.3% | +14.9% |
| 1Y | +13.1% | -35.2% | +48.2% | +15.6% |
| All | +13.1% | -37.3% | +50.4% | +15.6% |
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