+388.2%
EFA vs BRO
+1,389.8%
-1,001.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.5% | -7.3% | +5.8% | +1.4% |
| 30D | -1.7% | -6.9% | +5.2% | +0.9% |
| 3M | +3.5% | +10.7% | -7.2% | -1.6% |
| 6M | +9.5% | -2.7% | +12.2% | +8.8% |
| YTD | +12.9% | -16.3% | +29.2% | +18.5% |
| 1Y | +18.2% | -29.1% | +47.3% | +32.1% |
| 3Y | +64.8% | -7.8% | +72.7% | +61.7% |
| 5Y | +53.9% | +18.7% | +35.2% | +31.9% |
| 10Y | +144.8% | +291.9% | -147.1% | +22.9% |
| All | +388.2% | +1,389.8% | -1,001.6% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling