+50.1%
EFA vs BROS
-43.5%
+93.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | -0.5% |
| 7D | +2.2% | +6.3% | -4.1% | +1.6% |
| 30D | +1.4% | -8.3% | +9.7% | +2.0% |
| 3M | -4.2% | -29.8% | +25.6% | -1.2% |
| 6M | +1.9% | -25.8% | +27.7% | +3.9% |
| YTD | +10.2% | -41.4% | +51.6% | +14.6% |
| 1Y | +12.8% | -35.2% | +47.9% | +16.0% |
| 3Y | +65.2% | +32.8% | +32.4% | +52.5% |
| All | +50.1% | -43.5% | +93.6% | +46.1% |
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