+1,235.8%
EWY vs BRO
+3,351.3%
-2,115.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -0.1% | -7.3% | +7.2% | +2.8% |
| 30D | +7.3% | -6.9% | +14.2% | +9.9% |
| 3M | -5.1% | +10.7% | -15.8% | -11.2% |
| 6M | +42.1% | -2.7% | +44.7% | +38.6% |
| YTD | +94.1% | -16.3% | +110.4% | +100.3% |
| 1Y | +147.8% | -29.1% | +176.9% | +172.6% |
| 3Y | +222.9% | -7.8% | +230.8% | +206.9% |
| 5Y | +150.6% | +18.7% | +131.9% | +105.0% |
| 10Y | +304.4% | +291.9% | +12.5% | +84.7% |
| All | +1,235.8% | +3,351.3% | -2,115.5% | +279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling