-31.5%
BROS vs EIX
+13.6%
-45.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.9% |
| 7D | -6.6% | +4.1% | -10.7% | -6.7% |
| 30D | -12.3% | -15.3% | +3.0% | -11.1% |
| 3M | -22.2% | -18.4% | -3.8% | -21.1% |
| 6M | -14.3% | -16.8% | +2.6% | -12.9% |
| YTD | -26.6% | -0.6% | -26.0% | -30.5% |
| 1Y | -31.5% | +10.7% | -42.2% | -40.5% |
| All | -31.5% | +13.6% | -45.1% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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