+27.0%
BROS vs EAT
+376.7%
-349.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -6.7% | 0.0% | -6.7% | -6.7% |
| 30D | -29.1% | +1.9% | -31.0% | -29.9% |
| 3M | -16.7% | +68.7% | -85.4% | -33.3% |
| 6M | -11.6% | +66.9% | -78.5% | -29.7% |
| YTD | -23.9% | +60.4% | -84.3% | -38.5% |
| 1Y | -34.8% | +44.0% | -78.8% | -45.4% |
| 3Y | +62.1% | +604.7% | -542.6% | -34.5% |
| All | +27.0% | +376.7% | -349.8% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling