+7.8%
EQT vs BROS
-35.3%
+43.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +1.1% | -6.7% | +7.8% | +0.9% |
| 30D | +7.7% | -29.1% | +36.8% | +6.6% |
| 3M | +0.2% | -16.7% | +16.9% | -0.5% |
| 6M | -9.5% | -11.6% | +2.1% | -9.7% |
| YTD | +3.8% | -23.9% | +27.7% | +3.4% |
| 1Y | +7.8% | -34.8% | +42.6% | +5.8% |
| All | +7.8% | -35.3% | +43.1% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling