+62.4%
EWY vs BROS
-18.6%
+81.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -8.3% | +2.5% | -10.8% | -8.9% |
| 30D | -20.5% | +15.1% | -35.6% | -23.4% |
| 3M | -11.1% | -31.4% | +20.3% | -2.4% |
| 6M | -7.0% | -22.6% | +15.6% | -2.9% |
| YTD | +56.5% | -28.1% | +84.6% | +60.6% |
| 1Y | +62.4% | -20.3% | +82.7% | +62.0% |
| All | +62.4% | -18.6% | +81.0% | +62.0% |
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