+57.6%
ECL vs BROS
+64.7%
-7.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -0.8% | -0.9% | +0.2% | -0.7% |
| 30D | -2.5% | -13.5% | +11.0% | -1.7% |
| 3M | +8.3% | -18.4% | +26.8% | +9.3% |
| 6M | -1.1% | -10.6% | +9.5% | -0.8% |
| YTD | +6.5% | -25.1% | +31.6% | +7.6% |
| 1Y | +2.1% | -28.6% | +30.7% | +3.2% |
| 3Y | +57.6% | +65.6% | -8.0% | +55.9% |
| All | +57.6% | +64.7% | -7.1% | +55.9% |
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