+65.6%
BROS vs EIX
0.0%
+65.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -2.2% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | -13.5% | -13.5% | +0.1% | -11.7% |
| 3M | -18.4% | -15.3% | -3.2% | -16.7% |
| 6M | -10.6% | -15.3% | +4.7% | -8.6% |
| YTD | -25.1% | +2.7% | -27.8% | -27.5% |
| 1Y | -28.6% | +17.4% | -46.1% | -33.6% |
| 3Y | +65.6% | -1.3% | +66.9% | +50.6% |
| All | +65.6% | 0.0% | +65.6% | +50.6% |
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