+27.0%
BROS vs XHB
+42.6%
-15.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | 0.0% |
| 7D | -6.7% | -1.3% | -5.4% | -5.7% |
| 30D | -29.1% | -6.9% | -22.2% | -24.8% |
| 3M | -16.7% | -1.3% | -15.4% | -16.3% |
| 6M | -11.6% | -6.8% | -4.8% | -7.1% |
| YTD | -23.9% | +0.7% | -24.6% | -25.4% |
| 1Y | -34.8% | -11.2% | -23.5% | -29.2% |
| 3Y | +62.1% | +25.3% | +36.7% | +21.7% |
| All | +27.0% | +42.6% | -15.6% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling