+32.7%
BROS vs ED
+47.4%
-14.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.8% | +6.6% |
| 7D | -17.9% | -0.1% | -17.8% | -17.9% |
| 30D | -5.4% | +11.6% | -16.9% | -1.9% |
| 3M | -32.1% | +10.5% | -42.6% | -29.8% |
| 6M | -31.7% | +13.2% | -44.9% | -28.6% |
| YTD | -41.2% | +22.1% | -63.3% | -36.9% |
| 1Y | -32.6% | +24.2% | -56.8% | -27.3% |
| 3Y | +32.7% | +46.9% | -14.2% | +36.7% |
| All | +32.7% | +47.4% | -14.7% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling