+156.3%
EWJ vs BRO
+9,016.7%
-8,860.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +0.3% | -7.3% | +7.6% | +2.2% |
| 30D | +0.8% | -6.9% | +7.6% | +2.5% |
| 3M | +7.5% | +10.7% | -3.2% | +3.9% |
| 6M | +15.6% | -2.7% | +18.3% | +15.0% |
| YTD | +22.7% | -16.3% | +39.1% | +26.7% |
| 1Y | +26.4% | -29.1% | +55.5% | +36.0% |
| 3Y | +72.5% | -7.8% | +80.4% | +70.8% |
| 5Y | +52.4% | +18.7% | +33.7% | +38.5% |
| 10Y | +143.8% | +291.9% | -148.1% | +58.9% |
| All | +156.3% | +9,016.7% | -8,860.4% | +12.9% |
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