+27.0%
BROS vs EFX
-32.8%
+59.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +4.0% |
| 7D | -6.7% | -8.6% | +2.0% | -2.4% |
| 30D | -29.1% | +0.1% | -29.2% | -29.4% |
| 3M | -16.7% | +3.8% | -20.5% | -19.9% |
| 6M | -11.6% | -13.5% | +1.9% | -6.7% |
| YTD | -23.9% | -17.7% | -6.3% | -18.3% |
| 1Y | -34.8% | -25.6% | -9.2% | -26.6% |
| 3Y | +62.1% | -12.1% | +74.2% | +47.6% |
| All | +27.0% | -32.8% | +59.8% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling