-34.8%
BROS vs EFX
-25.2%
-9.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +1.8% |
| 7D | -6.7% | -8.6% | +2.0% | -5.3% |
| 30D | -29.1% | +0.1% | -29.2% | -29.1% |
| 3M | -16.7% | +3.8% | -20.5% | -17.8% |
| 6M | -11.6% | -13.5% | +1.9% | -9.8% |
| YTD | -23.9% | -17.7% | -6.3% | -23.0% |
| 1Y | -34.8% | -25.6% | -9.2% | -37.1% |
| All | -34.8% | -25.2% | -9.6% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling