+48.1%
EEM vs BROS
+43.3%
+4.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.8% |
| 7D | +2.3% | -6.7% | +9.0% | +2.9% |
| 30D | +4.5% | -29.1% | +33.6% | +7.4% |
| 3M | -0.1% | -16.7% | +16.6% | +1.1% |
| 6M | +16.9% | -11.6% | +28.6% | +17.5% |
| YTD | +26.2% | -23.9% | +50.1% | +28.1% |
| 1Y | +40.5% | -34.8% | +75.3% | +44.0% |
| 3Y | +86.2% | +62.1% | +24.1% | +73.4% |
| All | +48.1% | +43.3% | +4.8% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling