+32.2%
EEM vs BROS
-49.1%
+81.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| 6M | -6.6% | -33.5% | +26.9% | -3.4% |
| YTD | +12.3% | -44.9% | +57.3% | +17.9% |
| 1Y | +12.2% | -41.5% | +53.7% | +16.9% |
| 3Y | +71.2% | +22.4% | +48.8% | +60.0% |
| 5Y | +32.2% | -45.7% | +77.9% | +30.2% |
| All | +32.2% | -49.1% | +81.4% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling