+65.6%
BROS vs XHB
+26.5%
+39.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | 0.0% |
| 7D | -0.9% | +0.2% | -1.1% | -1.1% |
| 30D | -13.5% | -9.1% | -4.4% | -8.2% |
| 3M | -18.4% | -2.3% | -16.1% | -17.5% |
| 6M | -10.6% | -4.1% | -6.5% | -8.5% |
| YTD | -25.1% | -1.7% | -23.3% | -24.8% |
| 1Y | -28.6% | -15.1% | -13.5% | -22.0% |
| 3Y | +65.6% | +26.8% | +38.7% | +37.9% |
| All | +65.6% | +26.5% | +39.1% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling