+22.6%
BROS vs EAT
+345.9%
-323.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.7% |
| 7D | -6.6% | -6.8% | +0.2% | -3.9% |
| 30D | -12.3% | -5.4% | -7.0% | -10.7% |
| 3M | -22.2% | +42.8% | -65.0% | -33.4% |
| 6M | -14.3% | +56.5% | -70.8% | -30.1% |
| YTD | -26.6% | +50.0% | -76.6% | -39.0% |
| 1Y | -31.5% | +38.3% | -69.8% | -41.8% |
| 3Y | +62.3% | +591.6% | -529.4% | -34.0% |
| All | +22.6% | +345.9% | -323.3% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling