+80.1%
ECL vs BROS
+32.8%
+47.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.6% | -4.6% | +1.6% |
| 7D | -0.5% | -17.9% | +17.4% | +0.5% |
| 30D | +8.8% | -5.4% | +14.2% | +9.1% |
| 3M | +7.8% | -32.1% | +39.9% | +10.0% |
| 6M | +21.3% | -31.7% | +53.0% | +23.4% |
| YTD | +17.8% | -41.2% | +59.0% | +20.3% |
| 1Y | +21.1% | -32.6% | +53.7% | +22.9% |
| 3Y | +80.1% | +32.7% | +47.4% | +87.2% |
| All | +80.1% | +32.8% | +47.3% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling