+50.6%
IEFA vs BROS
+38.3%
+12.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | -0.5% | -6.6% | +6.1% | +0.1% |
| 30D | -1.1% | -12.3% | +11.2% | 0.0% |
| 3M | +5.1% | -22.2% | +27.3% | +6.9% |
| 6M | +9.3% | -14.3% | +23.6% | +10.0% |
| YTD | +13.0% | -26.6% | +39.5% | +15.0% |
| 1Y | +19.2% | -31.5% | +50.7% | +21.7% |
| 3Y | +67.0% | +62.3% | +4.7% | +54.5% |
| All | +50.6% | +38.3% | +12.3% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling