+6.1%
EMB vs BRO
+17.6%
-11.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.2% | -7.3% | +6.1% | -0.6% |
| 30D | -1.3% | -6.9% | +5.6% | -0.7% |
| 3M | -1.8% | +10.7% | -12.4% | -2.8% |
| 6M | +0.2% | -2.7% | +2.9% | +0.3% |
| YTD | +0.4% | -16.3% | +16.7% | +1.9% |
| 1Y | +2.8% | -29.1% | +31.9% | +6.3% |
| 3Y | +29.1% | -7.8% | +37.0% | +28.0% |
| All | +6.1% | +17.6% | -11.5% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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