+89.1%
EMR vs BROS
-48.6%
+137.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | +0.7% | -19.0% | +19.7% | +3.5% |
| 30D | +3.5% | -7.3% | +10.8% | +4.3% |
| 3M | +5.9% | -31.2% | +37.1% | +11.1% |
| 6M | +19.4% | -33.0% | +52.5% | +25.0% |
| YTD | +27.7% | -42.4% | +70.0% | +35.9% |
| 1Y | +30.9% | -37.7% | +68.6% | +37.8% |
| 3Y | +104.2% | +28.2% | +76.0% | +93.7% |
| All | +89.1% | -48.6% | +137.7% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling