+57.8%
EWZ vs BROS
-50.1%
+108.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -1.5% | -21.2% | +19.7% | +0.3% |
| 30D | -24.5% | -11.6% | -13.0% | -24.0% |
| 3M | -10.7% | -36.7% | +26.0% | -7.4% |
| 6M | -19.1% | -42.8% | +23.7% | -15.7% |
| YTD | +1.6% | -44.8% | +46.5% | +5.8% |
| 1Y | +4.3% | -36.5% | +40.8% | +7.1% |
| 3Y | +19.0% | +27.0% | -8.0% | +11.8% |
| All | +57.8% | -50.1% | +108.0% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling