+19.7%
BROS vs ET
+243.6%
-223.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | -14.0% | +2.9% | -16.8% | -15.3% |
| 3M | -32.5% | +16.8% | -49.3% | -38.3% |
| 6M | -14.9% | +18.9% | -33.8% | -23.7% |
| YTD | -28.3% | +37.7% | -66.0% | -41.3% |
| 1Y | -34.0% | +32.4% | -66.4% | -44.8% |
| 3Y | +63.0% | +99.5% | -36.5% | +8.3% |
| All | +19.7% | +243.6% | -223.9% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling