+63.0%
BROS vs EQX
+168.9%
-106.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.9% |
| 7D | -5.8% | -3.2% | -2.6% | -5.4% |
| 30D | -14.0% | +7.8% | -21.7% | -14.8% |
| 3M | -32.5% | +21.3% | -53.8% | -34.4% |
| 6M | -14.9% | -22.4% | +7.5% | -13.0% |
| YTD | -28.3% | -11.3% | -17.0% | -28.2% |
| 1Y | -34.0% | +13.5% | -47.5% | -36.3% |
| 3Y | +63.0% | +162.1% | -99.2% | +31.0% |
| All | +63.0% | +168.9% | -106.0% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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