+25.1%
BROS vs EXEL
+187.1%
-162.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.7% |
| 7D | -0.9% | +1.4% | -2.3% | -1.4% |
| 30D | -13.5% | +6.7% | -20.1% | -15.5% |
| 3M | -18.4% | +11.5% | -29.9% | -21.3% |
| 6M | -10.6% | +38.8% | -49.4% | -20.5% |
| YTD | -25.1% | +31.6% | -56.6% | -32.3% |
| 1Y | -28.6% | +53.0% | -81.7% | -39.2% |
| 3Y | +65.6% | +160.8% | -95.3% | +6.0% |
| All | +25.1% | +187.1% | -162.0% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling