+44.6%
ECL vs BROS
+8.6%
+36.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +0.4% | -19.0% | +19.5% | +2.3% |
| 30D | +8.6% | -7.3% | +15.8% | +9.1% |
| 3M | +7.9% | -31.2% | +39.1% | +11.5% |
| 6M | +21.0% | -33.0% | +54.1% | +24.8% |
| YTD | +17.5% | -42.4% | +59.9% | +22.5% |
| 1Y | +19.7% | -37.7% | +57.4% | +23.6% |
| 3Y | +77.4% | +28.2% | +49.2% | +62.9% |
| 5Y | +38.7% | -43.4% | +82.1% | +31.7% |
| All | +44.6% | +8.6% | +36.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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