+147.5%
EWY vs BROS
+41.2%
+106.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +8.0% | -0.9% | +9.0% | +8.1% |
| 30D | +14.3% | -13.5% | +27.8% | +16.3% |
| 3M | +2.3% | -18.4% | +20.7% | +4.3% |
| 6M | +49.9% | -10.6% | +60.4% | +51.2% |
| YTD | +95.3% | -25.1% | +120.4% | +100.2% |
| 1Y | +161.7% | -28.6% | +190.4% | +168.8% |
| 3Y | +230.2% | +65.6% | +164.6% | +203.0% |
| All | +147.5% | +41.2% | +106.3% | +133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling