+22.6%
BROS vs ED
+72.7%
-50.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | -12.3% | +1.9% | -14.3% | -12.3% |
| 3M | -22.2% | +1.9% | -24.1% | -22.1% |
| 6M | -14.3% | -2.3% | -12.0% | -14.3% |
| YTD | -26.6% | +10.9% | -37.5% | -26.7% |
| 1Y | -31.5% | +14.5% | -46.0% | -31.8% |
| 3Y | +62.3% | +33.4% | +28.9% | +52.1% |
| All | +22.6% | +72.7% | -50.1% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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