-4.6%
BROS vs ED
+91.5%
-96.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -20.4% | -0.9% | -19.5% | -20.4% |
| 30D | -6.1% | +11.2% | -17.3% | -5.9% |
| 3M | -29.4% | +11.8% | -41.2% | -29.2% |
| 6M | -31.5% | +14.1% | -45.6% | -31.3% |
| YTD | -42.8% | +23.0% | -65.8% | -42.8% |
| 1Y | -37.5% | +23.7% | -61.1% | -37.5% |
| 3Y | +27.2% | +47.7% | -20.6% | +19.6% |
| 5Y | -47.0% | +82.6% | -129.6% | -41.8% |
| All | -4.6% | +91.5% | -96.1% | +7.8% |
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