+87.7%
EEM vs BROS
+62.9%
+24.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | +2.0% | -6.6% | +8.6% | +2.6% |
| 30D | +5.1% | -12.3% | +17.4% | +6.3% |
| 3M | +4.6% | -22.2% | +26.8% | +6.6% |
| 6M | +17.8% | -14.3% | +32.0% | +18.7% |
| YTD | +25.8% | -26.6% | +52.4% | +28.2% |
| 1Y | +36.4% | -31.5% | +67.9% | +39.3% |
| All | +87.7% | +62.9% | +24.8% | +68.4% |
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