-34.8%
BROS vs ET
+31.4%
-66.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.8% |
| 7D | -6.7% | +0.9% | -7.6% | -6.4% |
| 30D | -29.1% | +7.5% | -36.5% | -27.2% |
| 3M | -16.7% | +11.4% | -28.1% | -13.5% |
| 6M | -11.6% | +18.5% | -30.1% | -9.0% |
| YTD | -23.9% | +37.4% | -61.3% | -24.5% |
| 1Y | -34.8% | +30.9% | -65.7% | -34.9% |
| All | -34.8% | +31.4% | -66.2% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling