+66.9%
BROS vs EAT
+587.9%
-521.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.9% |
| 7D | -6.6% | -6.8% | +0.2% | -4.2% |
| 30D | -12.3% | -5.4% | -7.0% | -10.9% |
| 3M | -22.2% | +42.8% | -65.0% | -32.0% |
| 6M | -14.3% | +56.5% | -70.8% | -28.0% |
| YTD | -26.6% | +50.0% | -76.6% | -37.3% |
| 1Y | -31.5% | +38.3% | -69.8% | -40.4% |
| All | +66.9% | +587.9% | -521.0% | -2.3% |
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