+97.9%
EWT vs BRO
-24.4%
+122.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +1.3% |
| 7D | +4.0% | -2.6% | +6.5% | +3.0% |
| 30D | +10.3% | +0.9% | +9.4% | +10.8% |
| 3M | +6.1% | +24.8% | -18.7% | +13.6% |
| 6M | +56.6% | -0.1% | +56.7% | +62.1% |
| YTD | +76.6% | -9.7% | +86.3% | +79.6% |
| 1Y | +97.9% | -24.5% | +122.3% | +95.1% |
| All | +97.9% | -24.4% | +122.3% | +95.1% |
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