+18.4%
BROS vs EFV
+95.0%
-76.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.0% |
| 7D | -6.1% | -2.0% | -4.1% | -3.8% |
| 30D | -12.4% | -0.2% | -12.2% | -12.2% |
| 3M | -27.9% | +9.1% | -37.1% | -35.1% |
| 6M | -16.8% | +11.7% | -28.5% | -26.8% |
| YTD | -29.0% | +17.0% | -46.1% | -41.1% |
| 1Y | -33.2% | +26.7% | -59.9% | -49.4% |
| 3Y | +56.8% | +90.2% | -33.4% | -27.7% |
| All | +18.4% | +95.0% | -76.6% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling