+147.8%
EWY vs BROS
-32.8%
+180.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +3.0% |
| 7D | -0.1% | -5.8% | +5.7% | +1.4% |
| 30D | +7.3% | -14.0% | +21.3% | +11.3% |
| 3M | -5.1% | -32.5% | +27.4% | +3.0% |
| 6M | +42.1% | -14.9% | +57.0% | +44.0% |
| YTD | +94.1% | -28.3% | +122.4% | +99.8% |
| 1Y | +147.8% | -34.0% | +181.8% | +139.1% |
| All | +147.8% | -32.8% | +180.6% | +139.1% |
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