+69.4%
EMR vs BRO
+17.6%
+51.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -0.4% | -7.3% | +6.9% | +1.6% |
| 30D | -6.8% | -6.9% | +0.1% | -5.1% |
| 3M | +7.5% | +10.7% | -3.2% | +3.5% |
| 6M | +9.9% | -2.7% | +12.5% | +9.9% |
| YTD | +16.0% | -16.3% | +32.3% | +22.0% |
| 1Y | +12.4% | -29.1% | +41.5% | +25.4% |
| 3Y | +60.2% | -7.8% | +68.1% | +57.8% |
| All | +69.4% | +17.6% | +51.8% | +40.8% |
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