+164.3%
EWY vs BROS
-35.3%
+199.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.4% |
| 7D | +4.8% | -6.7% | +11.5% | +6.5% |
| 30D | +11.7% | -29.1% | +40.7% | +20.5% |
| 3M | -7.4% | -16.7% | +9.3% | -5.3% |
| 6M | +40.6% | -11.6% | +52.2% | +40.7% |
| YTD | +94.3% | -23.9% | +118.2% | +96.9% |
| 1Y | +164.3% | -34.8% | +199.1% | +159.6% |
| All | +164.3% | -35.3% | +199.6% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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