+186.8%
EQT vs BROS
+33.7%
+153.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.8% |
| 7D | -1.2% | -6.1% | +4.9% | -0.7% |
| 30D | +1.1% | -12.4% | +13.5% | +2.0% |
| 3M | +4.8% | -27.9% | +32.7% | +6.8% |
| 6M | -10.6% | -16.8% | +6.2% | -10.2% |
| YTD | +3.4% | -29.0% | +32.5% | +5.1% |
| 1Y | +8.7% | -33.2% | +41.9% | +10.7% |
| 3Y | +35.0% | +56.8% | -21.8% | +25.9% |
| All | +186.8% | +33.7% | +153.1% | +195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling