+148.7%
EWY vs BRO
+17.6%
+131.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.2% |
| 7D | -0.1% | -7.3% | +7.2% | -0.2% |
| 30D | +7.3% | -6.9% | +14.2% | +7.2% |
| 3M | -5.1% | +10.7% | -15.8% | -6.4% |
| 6M | +42.1% | -2.7% | +44.7% | +42.9% |
| YTD | +94.1% | -16.3% | +110.4% | +99.9% |
| 1Y | +147.8% | -29.1% | +176.9% | +164.2% |
| 3Y | +222.9% | -7.8% | +230.8% | +211.9% |
| All | +148.7% | +17.6% | +131.1% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling