-1.8%
BROS vs EL
-63.1%
+61.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.8% | +5.6% |
| 7D | -17.9% | +8.0% | -25.9% | -19.9% |
| 30D | -5.4% | +15.4% | -20.8% | -9.9% |
| 3M | -32.1% | +28.5% | -60.6% | -38.1% |
| 6M | -31.7% | +32.2% | -63.9% | -38.7% |
| YTD | -41.2% | +9.2% | -50.4% | -44.6% |
| 1Y | -32.6% | +30.8% | -63.4% | -40.7% |
| 3Y | +32.7% | +3.7% | +29.0% | +15.0% |
| 5Y | -44.2% | -64.8% | +20.5% | -17.9% |
| All | -1.8% | -63.1% | +61.2% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling