-33.2%
BROS vs EL
+11.6%
-44.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.7% |
| 7D | -6.1% | -4.4% | -1.7% | -4.9% |
| 30D | -12.4% | +10.3% | -22.6% | -14.7% |
| 3M | -27.9% | +13.4% | -41.3% | -30.4% |
| 6M | -16.8% | +3.1% | -19.9% | -18.6% |
| YTD | -29.0% | -6.9% | -22.1% | -30.0% |
| 1Y | -33.2% | +11.9% | -45.1% | -39.1% |
| All | -33.2% | +11.6% | -44.8% | -39.1% |
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