-2.1%
BROS vs EFX
-28.6%
+26.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.1% |
| 7D | +6.3% | -0.8% | +7.1% | +6.7% |
| 30D | -8.3% | +25.1% | -33.5% | -18.8% |
| 3M | -29.8% | +1.7% | -31.4% | -31.2% |
| 6M | -25.8% | +18.4% | -44.2% | -34.1% |
| YTD | -41.4% | -12.5% | -28.8% | -39.5% |
| 1Y | -35.2% | -8.1% | -27.1% | -34.9% |
| 3Y | +32.8% | +4.8% | +28.0% | +6.3% |
| 5Y | -42.2% | -30.1% | -12.0% | -38.3% |
| All | -2.1% | -28.6% | +26.4% | +0.4% |
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