+19.7%
BROS vs EFV
+97.1%
-77.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | -0.2% |
| 7D | -5.8% | -0.8% | -4.9% | -4.8% |
| 30D | -14.0% | +0.6% | -14.6% | -14.6% |
| 3M | -32.5% | +7.5% | -40.0% | -38.2% |
| 6M | -14.9% | +13.0% | -27.9% | -26.2% |
| YTD | -28.3% | +18.3% | -46.6% | -41.2% |
| 1Y | -34.0% | +26.7% | -60.7% | -50.0% |
| 3Y | +63.0% | +89.6% | -26.6% | -24.5% |
| All | +19.7% | +97.1% | -77.4% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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