+61.2%
BROS vs ET
+97.8%
-36.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -6.1% | +1.4% | -7.4% | -6.7% |
| 30D | -12.4% | +4.6% | -16.9% | -14.3% |
| 3M | -27.9% | +16.0% | -44.0% | -33.7% |
| 6M | -16.8% | +22.8% | -39.6% | -26.8% |
| YTD | -29.0% | +38.9% | -67.9% | -42.7% |
| 1Y | -33.2% | +34.1% | -67.3% | -44.9% |
| All | +61.2% | +97.8% | -36.6% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling