+18.4%
BROS vs EQX
+68.5%
-50.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.1% | +1.7% | -2.7% |
| 7D | -6.1% | -7.0% | +1.0% | -5.1% |
| 30D | -12.4% | +4.8% | -17.2% | -13.0% |
| 3M | -27.9% | +25.6% | -53.6% | -30.6% |
| 6M | -16.8% | -25.8% | +9.0% | -14.1% |
| YTD | -29.0% | -12.7% | -16.3% | -29.0% |
| 1Y | -33.2% | +14.1% | -47.3% | -36.2% |
| 3Y | +56.8% | +165.7% | -109.0% | +24.7% |
| All | +18.4% | +68.5% | -50.1% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling