+25.1%
BROS vs ET
+242.9%
-217.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | -13.5% | +6.9% | -20.3% | -16.6% |
| 3M | -18.4% | +13.1% | -31.5% | -24.2% |
| 6M | -10.6% | +18.7% | -29.3% | -19.8% |
| YTD | -25.1% | +37.4% | -62.5% | -38.6% |
| 1Y | -28.6% | +34.8% | -63.5% | -41.0% |
| 3Y | +65.6% | +96.8% | -31.2% | +10.9% |
| All | +25.1% | +242.9% | -217.9% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling