+253.5%
EME vs BRO
-7.6%
+261.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +3.5% | -7.3% | +10.8% | +2.3% |
| 30D | -6.3% | -6.9% | +0.5% | -7.2% |
| 3M | -3.8% | +10.7% | -14.4% | -4.1% |
| 6M | +8.5% | -2.7% | +11.2% | +9.1% |
| YTD | +27.8% | -16.3% | +44.1% | +30.8% |
| 1Y | +22.2% | -29.1% | +51.3% | +29.5% |
| 3Y | +253.5% | -7.8% | +261.3% | +268.4% |
| All | +253.5% | -7.6% | +261.1% | +268.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling