-37.5%
BROS vs ED
+24.8%
-62.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -20.4% | -0.9% | -19.5% | -20.6% |
| 30D | -6.1% | +11.2% | -17.3% | -2.6% |
| 3M | -29.4% | +11.8% | -41.2% | -26.7% |
| 6M | -31.5% | +14.1% | -45.6% | -27.5% |
| YTD | -42.8% | +23.0% | -65.8% | -38.4% |
| 1Y | -37.5% | +23.7% | -61.1% | -32.4% |
| All | -37.5% | +24.8% | -62.3% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling