-42.6%
BROS vs EFV
+93.2%
-135.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.0% |
| 7D | +6.3% | +2.5% | +3.8% | +3.3% |
| 30D | -8.3% | +2.9% | -11.3% | -10.8% |
| 3M | -29.8% | -1.4% | -28.4% | -28.2% |
| 6M | -25.8% | +5.5% | -31.4% | -30.4% |
| YTD | -41.4% | +16.1% | -57.4% | -51.0% |
| 1Y | -35.2% | +20.3% | -55.4% | -48.1% |
| 3Y | +32.8% | +90.4% | -57.7% | -40.9% |
| All | -42.6% | +93.2% | -135.8% | -76.1% |
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