+27.0%
BROS vs EL
-66.1%
+93.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.2% | -0.3% |
| 7D | -6.7% | +0.8% | -7.5% | -6.9% |
| 30D | -29.1% | +19.8% | -48.9% | -33.7% |
| 3M | -16.7% | +25.7% | -42.4% | -23.5% |
| 6M | -11.6% | +5.4% | -17.1% | -14.6% |
| YTD | -23.9% | +0.2% | -24.1% | -26.1% |
| 1Y | -34.8% | +20.4% | -55.2% | -41.3% |
| 3Y | +62.1% | -32.1% | +94.2% | +71.1% |
| All | +27.0% | -66.1% | +93.1% | +96.1% |
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 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