+129.1%
EMB vs BRO
+588.7%
-459.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.1% | -8.6% | +7.5% | -0.2% |
| 30D | -1.1% | -6.9% | +5.9% | -0.4% |
| 3M | -0.8% | +10.5% | -11.2% | -2.0% |
| 6M | -0.1% | -2.8% | +2.7% | -0.1% |
| YTD | +0.4% | -16.1% | +16.6% | +1.9% |
| 1Y | +3.3% | -27.6% | +30.9% | +6.4% |
| 3Y | +29.0% | -7.3% | +36.3% | +28.6% |
| 5Y | +6.3% | +19.0% | -12.7% | +2.3% |
| 10Y | +29.7% | +292.7% | -263.0% | +12.5% |
| All | +129.1% | +588.7% | -459.6% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling