+36.7%
EWZ vs BROS
+10.5%
+26.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | +0.9% |
| 7D | +0.8% | +6.3% | -5.6% | +0.3% |
| 30D | -24.4% | -8.3% | -16.0% | -24.1% |
| 3M | -4.6% | -29.8% | +25.2% | -2.5% |
| 6M | -11.6% | -25.8% | +14.3% | -10.3% |
| YTD | +2.4% | -41.4% | +43.7% | +5.2% |
| 1Y | +2.1% | -35.2% | +37.2% | +4.1% |
| 3Y | +18.7% | +32.8% | -14.1% | +14.0% |
| 5Y | +54.2% | -42.2% | +96.3% | +49.5% |
| All | +36.7% | +10.5% | +26.2% | +33.0% |
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