+69.8%
EMR vs BROS
+43.3%
+26.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -1.5% | -6.7% | +5.2% | -0.7% |
| 30D | -5.6% | -29.1% | +23.4% | -1.9% |
| 3M | +7.9% | -16.7% | +24.6% | +9.8% |
| 6M | +6.0% | -11.6% | +17.6% | +6.9% |
| YTD | +16.4% | -23.9% | +40.4% | +19.2% |
| 1Y | +16.6% | -34.8% | +51.4% | +21.0% |
| 3Y | +62.9% | +62.1% | +0.8% | +52.8% |
| All | +69.8% | +43.3% | +26.5% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling