+65.6%
BROS vs ED
+35.1%
+30.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.2% |
| 7D | -0.9% | +0.5% | -1.5% | -0.7% |
| 30D | -13.5% | +1.1% | -14.5% | -13.1% |
| 3M | -18.4% | +4.6% | -23.1% | -17.1% |
| 6M | -10.6% | -2.0% | -8.6% | -10.8% |
| YTD | -25.1% | +11.7% | -36.8% | -22.4% |
| 1Y | -28.6% | +15.7% | -44.4% | -25.3% |
| 3Y | +65.6% | +34.4% | +31.2% | +65.0% |
| All | +65.6% | +35.1% | +30.4% | +65.0% |
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