+46.5%
EWJ vs BROS
+33.7%
+12.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.3% |
| 7D | -1.5% | -6.1% | +4.6% | -1.0% |
| 30D | +0.2% | -12.4% | +12.5% | +1.1% |
| 3M | +8.6% | -27.9% | +36.5% | +10.9% |
| 6M | +12.1% | -16.8% | +28.9% | +13.0% |
| YTD | +20.1% | -29.0% | +49.1% | +22.3% |
| 1Y | +25.2% | -33.2% | +58.4% | +27.8% |
| 3Y | +70.8% | +56.8% | +14.0% | +60.9% |
| All | +46.5% | +33.7% | +12.9% | +39.0% |
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 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