+22.6%
BROS vs ETR
+124.1%
-101.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.6% |
| 7D | -6.6% | +0.4% | -7.0% | -6.7% |
| 30D | -12.3% | +2.0% | -14.4% | -12.9% |
| 3M | -22.2% | -1.7% | -20.5% | -22.0% |
| 6M | -14.3% | +3.6% | -17.9% | -15.8% |
| YTD | -26.6% | +18.0% | -44.6% | -31.2% |
| 1Y | -31.5% | +26.2% | -57.7% | -37.5% |
| 3Y | +62.3% | +148.0% | -85.7% | +21.5% |
| All | +22.6% | +124.1% | -101.6% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling