-2.1%
BROS vs EFV
+93.4%
-95.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.1% |
| 7D | +6.3% | +2.5% | +3.8% | +3.4% |
| 30D | -8.3% | +2.9% | -11.3% | -10.8% |
| 3M | -29.8% | -1.4% | -28.4% | -28.3% |
| 6M | -25.8% | +5.5% | -31.4% | -30.3% |
| YTD | -41.4% | +16.1% | -57.4% | -50.6% |
| 1Y | -35.2% | +20.3% | -55.4% | -47.6% |
| 3Y | +32.8% | +90.4% | -57.7% | -38.6% |
| 5Y | -42.2% | +93.5% | -135.6% | -75.7% |
| All | -2.1% | +93.4% | -95.5% | -59.2% |
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