+32.7%
BROS vs EIX
+11.2%
+21.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +6.4% |
| 7D | -17.9% | +0.7% | -18.6% | -18.0% |
| 30D | -5.4% | +8.8% | -14.1% | -6.5% |
| 3M | -32.1% | -10.9% | -21.2% | -31.0% |
| 6M | -31.7% | -10.3% | -21.4% | -31.1% |
| YTD | -41.2% | +5.8% | -47.0% | -43.3% |
| 1Y | -32.6% | +11.4% | -44.0% | -36.0% |
| 3Y | +32.7% | +11.1% | +21.6% | +25.0% |
| All | +32.7% | +11.2% | +21.5% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling