+18.4%
BROS vs EXEL
+185.9%
-167.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -2.8% |
| 7D | -6.1% | -2.9% | -3.2% | -5.1% |
| 30D | -12.4% | +11.9% | -24.3% | -15.9% |
| 3M | -27.9% | +9.2% | -37.2% | -30.0% |
| 6M | -16.8% | +39.1% | -55.9% | -26.1% |
| YTD | -29.0% | +31.0% | -60.1% | -35.8% |
| 1Y | -33.2% | +52.3% | -85.5% | -43.0% |
| 3Y | +56.8% | +159.7% | -103.0% | +0.5% |
| All | +18.4% | +185.9% | -167.4% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling