+28.2%
BROS vs EAT
+477.9%
-449.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.5% |
| 7D | -19.0% | -5.9% | -13.1% | -17.0% |
| 30D | -7.3% | +0.7% | -7.9% | -7.5% |
| 3M | -31.2% | -14.2% | -17.0% | -27.8% |
| 6M | -33.0% | +40.7% | -73.8% | -41.7% |
| YTD | -42.4% | +36.0% | -78.3% | -49.4% |
| 1Y | -37.7% | +83.1% | -120.8% | -50.9% |
| 3Y | +28.2% | +474.8% | -446.6% | -27.7% |
| All | +28.2% | +477.9% | -449.7% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling