+443.1%
EWZ vs BRO
+2,703.9%
-2,260.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.5% | +4.1% |
| 7D | +5.6% | -5.4% | +10.9% | +8.2% |
| 30D | +9.3% | -4.3% | +13.6% | +11.2% |
| 3M | +15.7% | +17.8% | -2.1% | +5.8% |
| 6M | +7.4% | -6.8% | +14.2% | +8.7% |
| YTD | +22.7% | -13.8% | +36.5% | +27.8% |
| 1Y | +36.4% | -27.8% | +64.2% | +53.8% |
| 3Y | +50.4% | -4.7% | +55.1% | +43.6% |
| 5Y | +67.6% | +20.6% | +47.0% | +36.6% |
| 10Y | +84.1% | +293.7% | -209.7% | -16.3% |
| All | +443.1% | +2,703.9% | -2,260.8% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling