+32.7%
BROS vs EL
+1.5%
+31.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.8% | +5.8% |
| 7D | -17.9% | +8.0% | -25.9% | -19.4% |
| 30D | -5.4% | +15.4% | -20.8% | -8.8% |
| 3M | -32.1% | +28.5% | -60.6% | -36.6% |
| 6M | -31.7% | +32.2% | -63.9% | -37.0% |
| YTD | -41.2% | +9.2% | -50.4% | -43.7% |
| 1Y | -32.6% | +30.8% | -63.4% | -38.6% |
| 3Y | +32.7% | +3.7% | +29.0% | +11.0% |
| All | +32.7% | +1.5% | +31.1% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling