-8.1%
BROS vs EL
-63.9%
+55.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.1% |
| 7D | -2.5% | +2.7% | -5.1% | -3.4% |
| 30D | -11.2% | +10.8% | -22.1% | -14.2% |
| 3M | -33.9% | +26.5% | -60.4% | -39.4% |
| 6M | -33.5% | +31.1% | -64.6% | -40.2% |
| YTD | -44.9% | +6.6% | -51.6% | -47.7% |
| 1Y | -41.5% | +21.8% | -63.3% | -47.2% |
| 3Y | +22.4% | +1.8% | +20.7% | +6.7% |
| 5Y | -45.7% | -65.6% | +19.9% | -19.4% |
| All | -8.1% | -63.9% | +55.8% | +38.8% |
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