+164.3%
EWY vs BRO
-24.4%
+188.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +3.5% |
| 7D | +4.8% | -2.6% | +7.4% | +2.9% |
| 30D | +11.7% | +0.9% | +10.8% | +12.6% |
| 3M | -7.4% | +24.8% | -32.2% | +7.6% |
| 6M | +40.6% | -0.1% | +40.6% | +53.9% |
| YTD | +94.3% | -9.7% | +104.0% | +104.4% |
| 1Y | +164.3% | -24.5% | +188.8% | +161.5% |
| All | +164.3% | -24.4% | +188.7% | +161.5% |
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