+71.3%
EEM vs BROS
+22.6%
+48.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.3% | -1.1% |
| 7D | +5.3% | -2.5% | +7.8% | +5.6% |
| 30D | -7.0% | -11.2% | +4.2% | -6.0% |
| 3M | -8.0% | -33.9% | +25.9% | -4.5% |
| 6M | -6.6% | -33.5% | +26.9% | -3.6% |
| YTD | +12.3% | -44.9% | +57.3% | +17.4% |
| 1Y | +12.2% | -41.5% | +53.7% | +16.5% |
| All | +71.3% | +22.6% | +48.6% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling