-4.6%
BROS vs EAT
+315.7%
-320.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.9% |
| 7D | -20.4% | -8.9% | -11.5% | -17.1% |
| 30D | -6.1% | +3.4% | -9.5% | -7.5% |
| 3M | -29.4% | -9.3% | -20.0% | -27.2% |
| 6M | -31.5% | +43.8% | -75.3% | -42.1% |
| YTD | -42.8% | +39.9% | -82.7% | -51.4% |
| 1Y | -37.5% | +89.7% | -127.2% | -53.4% |
| 3Y | +27.2% | +491.3% | -464.1% | -44.6% |
| 5Y | -47.0% | +365.4% | -412.4% | -77.3% |
| All | -4.6% | +315.7% | -320.2% | -56.7% |
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