+45.2%
EWZ vs BRO
-7.6%
+52.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -1.0% |
| 7D | +0.9% | -7.3% | +8.2% | +1.1% |
| 30D | +12.8% | -6.9% | +19.6% | +13.0% |
| 3M | +10.8% | +10.7% | +0.1% | +9.7% |
| 6M | +2.5% | -2.7% | +5.2% | +2.3% |
| YTD | +21.4% | -16.3% | +37.7% | +22.7% |
| 1Y | +32.8% | -29.1% | +61.9% | +37.5% |
| 3Y | +45.2% | -7.8% | +53.0% | +45.2% |
| All | +45.2% | -7.6% | +52.8% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling