+40.5%
ECL vs BROS
-47.0%
+87.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.6% | -4.6% | +1.3% |
| 7D | -0.5% | -17.9% | +17.4% | +1.4% |
| 30D | +8.8% | -5.4% | +14.2% | +9.2% |
| 3M | +7.8% | -32.1% | +39.9% | +12.0% |
| 6M | +21.3% | -31.7% | +53.0% | +25.2% |
| YTD | +17.8% | -41.2% | +59.0% | +23.0% |
| 1Y | +21.1% | -32.6% | +53.7% | +24.4% |
| 3Y | +80.1% | +32.7% | +47.4% | +61.4% |
| 5Y | +40.5% | -44.2% | +84.7% | +33.0% |
| All | +40.5% | -47.0% | +87.5% | +33.0% |
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