+36.4%
EWZ vs BROS
+8.6%
+27.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.3% |
| 7D | +1.3% | -19.0% | +20.3% | +2.6% |
| 30D | -26.2% | -7.3% | -18.9% | -26.0% |
| 3M | -8.6% | -31.2% | +22.6% | -6.5% |
| 6M | -17.0% | -33.0% | +16.0% | -15.2% |
| YTD | +2.2% | -42.4% | +44.5% | +5.1% |
| 1Y | +2.7% | -37.7% | +40.4% | +5.0% |
| 3Y | +18.2% | +28.2% | -10.0% | +13.7% |
| 5Y | +56.0% | -43.4% | +99.4% | +51.5% |
| All | +36.4% | +8.6% | +27.8% | +32.9% |
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