+52.9%
EFA vs BROS
+35.1%
+17.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -1.5% | -5.8% | +4.2% | -1.0% |
| 30D | -1.7% | -14.0% | +12.3% | -0.4% |
| 3M | +3.5% | -32.5% | +36.0% | +6.6% |
| 6M | +9.5% | -14.9% | +24.4% | +10.3% |
| YTD | +12.9% | -28.3% | +41.2% | +15.1% |
| 1Y | +18.2% | -34.0% | +52.2% | +21.1% |
| 3Y | +64.8% | +63.0% | +1.9% | +52.5% |
| All | +52.9% | +35.1% | +17.8% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling