+27.0%
BROS vs EFV
+98.7%
-71.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.9% |
| 7D | -6.7% | +1.5% | -8.2% | -8.3% |
| 30D | -29.1% | +1.7% | -30.8% | -30.5% |
| 3M | -16.7% | +8.6% | -25.3% | -24.6% |
| 6M | -11.6% | +11.7% | -23.3% | -22.3% |
| YTD | -23.9% | +19.3% | -43.2% | -38.3% |
| 1Y | -34.8% | +30.2% | -65.0% | -52.2% |
| 3Y | +62.1% | +91.6% | -29.5% | -25.9% |
| All | +27.0% | +98.7% | -71.7% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling