+64.6%
EWZ vs BRO
+17.6%
+46.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +1.1% | -8.6% | +9.7% | +2.5% |
| 30D | +13.5% | -6.9% | +20.4% | +14.6% |
| 3M | +15.2% | +10.5% | +4.8% | +12.6% |
| 6M | +3.7% | -2.8% | +6.5% | +3.6% |
| YTD | +22.5% | -16.1% | +38.7% | +25.7% |
| 1Y | +35.3% | -27.6% | +62.8% | +43.3% |
| 3Y | +50.2% | -7.3% | +57.5% | +46.5% |
| 5Y | +64.6% | +19.0% | +45.6% | +40.6% |
| All | +64.6% | +17.6% | +46.9% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling