-33.2%
BROS vs EFX
-32.9%
-0.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -6.1% | -11.1% | +5.1% | -4.0% |
| 30D | -12.4% | -7.4% | -5.0% | -11.2% |
| 3M | -27.9% | +1.5% | -29.4% | -28.8% |
| 6M | -16.8% | -13.7% | -3.1% | -14.8% |
| YTD | -29.0% | -21.9% | -7.2% | -26.6% |
| 1Y | -33.2% | -30.8% | -2.4% | -33.4% |
| All | -33.2% | -32.9% | -0.3% | -33.4% |
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