+19.0%
EWZ vs BROS
+25.7%
-6.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -1.5% | -21.2% | +19.7% | +0.1% |
| 30D | -24.5% | -11.6% | -13.0% | -24.1% |
| 3M | -10.7% | -36.7% | +26.0% | -7.7% |
| 6M | -19.1% | -42.8% | +23.7% | -16.1% |
| YTD | +1.6% | -44.8% | +46.5% | +5.2% |
| 1Y | +4.3% | -36.5% | +40.8% | +6.8% |
| 3Y | +19.0% | +27.0% | -8.0% | +15.1% |
| All | +19.0% | +25.7% | -6.7% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling