+50.7%
IEFA vs BROS
+35.1%
+15.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -1.6% | -5.8% | +4.2% | -1.1% |
| 30D | -1.5% | -14.0% | +12.5% | -0.3% |
| 3M | +3.4% | -32.5% | +35.9% | +6.6% |
| 6M | +9.5% | -14.9% | +24.4% | +10.3% |
| YTD | +13.0% | -28.3% | +41.3% | +15.3% |
| 1Y | +18.0% | -34.0% | +52.0% | +20.9% |
| 3Y | +65.4% | +63.0% | +2.4% | +52.9% |
| All | +50.7% | +35.1% | +15.7% | +42.0% |
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