+65.6%
BROS vs ETR
+153.2%
-87.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | -0.9% | +1.4% | -2.3% | -1.3% |
| 30D | -13.5% | +1.9% | -15.3% | -13.9% |
| 3M | -18.4% | +1.0% | -19.4% | -18.9% |
| 6M | -10.6% | +4.8% | -15.4% | -12.6% |
| YTD | -25.1% | +19.5% | -44.6% | -30.2% |
| 1Y | -28.6% | +28.1% | -56.8% | -35.5% |
| 3Y | +65.6% | +151.1% | -85.6% | +27.5% |
| All | +65.6% | +153.2% | -87.6% | +27.5% |
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