+19.5%
EWZ vs BROS
+27.4%
-7.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +0.6% | -20.4% | +21.0% | +2.1% |
| 30D | -25.5% | -6.1% | -19.4% | -25.4% |
| 3M | -4.5% | -29.4% | +24.8% | -2.2% |
| 6M | -15.3% | -31.5% | +16.2% | -13.4% |
| YTD | +3.1% | -42.8% | +45.9% | +6.4% |
| 1Y | +1.2% | -37.5% | +38.7% | +3.7% |
| All | +19.5% | +27.4% | -7.8% | +15.7% |
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