+32.8%
BROS vs ETR
+155.2%
-122.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.5% |
| 7D | +6.3% | +1.2% | +5.2% | +6.0% |
| 30D | -8.3% | +7.0% | -15.4% | -9.9% |
| 3M | -29.8% | +4.6% | -34.4% | -30.6% |
| 6M | -25.8% | +0.1% | -26.0% | -26.0% |
| YTD | -41.4% | +23.2% | -64.5% | -45.8% |
| 1Y | -35.2% | +20.6% | -55.7% | -39.6% |
| 3Y | +32.8% | +156.3% | -123.5% | +5.0% |
| All | +32.8% | +155.2% | -122.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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