+303.5%
EWY vs BRO
+294.2%
+9.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -0.1% | -7.3% | +7.2% | +1.6% |
| 30D | +7.3% | -6.9% | +14.2% | +8.9% |
| 3M | -5.1% | +10.7% | -15.8% | -9.5% |
| 6M | +42.1% | -2.7% | +44.7% | +40.3% |
| YTD | +94.1% | -16.3% | +110.4% | +101.1% |
| 1Y | +147.8% | -29.1% | +176.9% | +171.8% |
| 3Y | +222.9% | -7.8% | +230.8% | +205.9% |
| 5Y | +150.6% | +18.7% | +131.9% | +101.8% |
| All | +303.5% | +294.2% | +9.2% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling