+104.0%
EMR vs BROS
+28.4%
+75.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.8% |
| 7D | +0.7% | -19.0% | +19.7% | +4.1% |
| 30D | +3.5% | -7.3% | +10.8% | +4.4% |
| 3M | +5.9% | -31.2% | +37.1% | +12.4% |
| 6M | +19.4% | -33.0% | +52.5% | +26.2% |
| YTD | +27.7% | -42.4% | +70.0% | +37.5% |
| 1Y | +30.9% | -37.7% | +68.6% | +39.1% |
| All | +104.0% | +28.4% | +75.6% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling