+54.4%
EFA vs BROS
+41.2%
+13.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | -0.7% | -13.5% | +12.7% | +0.5% |
| 3M | +6.4% | -18.4% | +24.8% | +7.8% |
| 6M | +11.4% | -10.6% | +22.0% | +11.7% |
| YTD | +14.0% | -25.1% | +39.0% | +15.8% |
| 1Y | +20.2% | -28.6% | +48.9% | +22.4% |
| 3Y | +68.2% | +65.6% | +2.6% | +55.4% |
| All | +54.4% | +41.2% | +13.2% | +44.9% |
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