+63.8%
EWZ vs BROS
+41.2%
+22.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.1% |
| 7D | +5.6% | -0.9% | +6.5% | +5.6% |
| 30D | +9.3% | -13.5% | +22.7% | +10.3% |
| 3M | +15.7% | -18.4% | +34.1% | +17.0% |
| 6M | +7.4% | -10.6% | +18.0% | +7.8% |
| YTD | +22.7% | -25.1% | +47.7% | +24.3% |
| 1Y | +36.4% | -28.6% | +65.0% | +38.4% |
| 3Y | +50.4% | +65.6% | -15.2% | +42.4% |
| All | +63.8% | +41.2% | +22.6% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling