+38.3%
EWZ vs BROS
+10.8%
+27.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.6% | -4.7% | +1.5% |
| 7D | +1.4% | -17.9% | +19.3% | +2.6% |
| 30D | -25.1% | -5.4% | -19.7% | -25.0% |
| 3M | -7.7% | -32.1% | +24.3% | -5.5% |
| 6M | -15.8% | -31.7% | +15.8% | -14.2% |
| YTD | +3.6% | -41.2% | +44.8% | +6.5% |
| 1Y | +5.5% | -32.6% | +38.1% | +7.3% |
| 3Y | +22.1% | +32.7% | -10.6% | +17.2% |
| 5Y | +58.3% | -44.2% | +102.6% | +53.2% |
| All | +38.3% | +10.8% | +27.5% | +34.6% |
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