+31.1%
ECL vs BROS
+41.2%
-10.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | +8.3% | -18.4% | +26.8% | +10.0% |
| 6M | -1.1% | -10.6% | +9.5% | -0.7% |
| YTD | +6.5% | -25.1% | +31.6% | +8.5% |
| 1Y | +2.1% | -28.6% | +30.7% | +4.3% |
| 3Y | +57.6% | +65.6% | -8.0% | +41.4% |
| All | +31.1% | +41.2% | -10.1% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling