+18.4%
BROS vs XHB
+33.8%
-15.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.0% | -1.5% |
| 7D | -6.1% | -5.2% | -0.8% | -1.9% |
| 30D | -12.4% | -12.1% | -0.2% | -2.9% |
| 3M | -27.9% | -6.2% | -21.7% | -24.4% |
| 6M | -16.8% | -6.7% | -10.1% | -12.6% |
| YTD | -29.0% | -5.5% | -23.6% | -26.8% |
| 1Y | -33.2% | -15.6% | -17.6% | -24.2% |
| 3Y | +56.8% | +22.0% | +34.8% | +19.6% |
| All | +18.4% | +33.8% | -15.4% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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