-20.3%
BROS vs EL
+25.6%
-45.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | -0.8% |
| 7D | +2.5% | +2.5% | 0.0% | +1.7% |
| 30D | +15.1% | +20.1% | -5.0% | +9.1% |
| 3M | -31.4% | +29.3% | -60.6% | -36.4% |
| 6M | -22.6% | +38.8% | -61.4% | -29.8% |
| YTD | -28.1% | +8.1% | -36.3% | -33.3% |
| 1Y | -20.3% | +22.3% | -42.6% | -31.4% |
| All | -20.3% | +25.6% | -45.9% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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