-35.2%
BROS vs EXEL
+60.1%
-95.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +7.1% |
| 7D | +6.3% | -0.8% | +7.1% | +6.8% |
| 30D | -8.3% | +13.1% | -21.5% | -11.7% |
| 3M | -29.8% | +36.3% | -66.1% | -37.5% |
| 6M | -25.8% | +34.5% | -60.4% | -32.4% |
| YTD | -41.4% | +57.4% | -98.8% | -50.7% |
| 1Y | -35.2% | +62.9% | -98.1% | -46.3% |
| All | -35.2% | +60.1% | -95.3% | -46.3% |
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