-20.3%
BROS vs EXEL
+92.4%
-112.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +2.5% | +9.8% | -7.3% | -1.1% |
| 30D | +15.1% | +23.6% | -8.6% | +6.2% |
| 3M | -31.4% | +29.9% | -61.3% | -37.5% |
| 6M | -22.6% | +64.7% | -87.3% | -35.3% |
| YTD | -28.1% | +66.0% | -94.1% | -41.1% |
| 1Y | -20.3% | +92.0% | -112.2% | -39.5% |
| All | -20.3% | +92.4% | -112.7% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling