+22.5%
EMR vs BROS
-33.5%
+56.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.5% |
| 7D | +2.7% | -2.5% | +5.1% | +3.0% |
| 30D | +2.1% | -11.2% | +13.3% | +4.0% |
| 3M | +2.3% | -33.9% | +36.2% | +7.7% |
| 6M | +22.5% | -33.5% | +56.0% | +32.2% |
| All | +22.5% | -33.5% | +56.0% | +32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling