+26.4%
EWJ vs BRO
-27.7%
+54.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +0.3% | -7.3% | +7.6% | -1.0% |
| 30D | +0.8% | -6.9% | +7.6% | -0.4% |
| 3M | +7.5% | +10.7% | -3.2% | +9.3% |
| 6M | +15.6% | -2.7% | +18.3% | +16.8% |
| YTD | +22.7% | -16.3% | +39.1% | +23.1% |
| 1Y | +26.4% | -29.1% | +55.5% | +24.3% |
| All | +26.4% | -27.7% | +54.2% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling