+25.1%
BROS vs ED
+74.0%
-48.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | -0.9% | +0.5% | -1.5% | -0.9% |
| 30D | -13.5% | +1.1% | -14.5% | -13.4% |
| 3M | -18.4% | +4.6% | -23.1% | -18.3% |
| 6M | -10.6% | -2.0% | -8.6% | -10.5% |
| YTD | -25.1% | +11.7% | -36.8% | -25.2% |
| 1Y | -28.6% | +15.7% | -44.4% | -28.9% |
| 3Y | +65.6% | +34.4% | +31.2% | +55.2% |
| All | +25.1% | +74.0% | -48.9% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling