-44.2%
BROS vs EIX
+19.1%
-63.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +6.2% |
| 7D | -17.9% | +0.7% | -18.6% | -18.0% |
| 30D | -5.4% | +8.8% | -14.1% | -7.5% |
| 3M | -32.1% | -10.9% | -21.2% | -30.7% |
| 6M | -31.7% | -10.3% | -21.4% | -30.9% |
| YTD | -41.2% | +5.8% | -47.0% | -44.8% |
| 1Y | -32.6% | +11.4% | -44.0% | -38.1% |
| 3Y | +32.7% | +11.1% | +21.6% | +15.6% |
| 5Y | -44.2% | +18.5% | -62.7% | -50.5% |
| All | -44.2% | +19.1% | -63.3% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling