+85.5%
ETN vs BROS
+59.1%
+26.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.8% |
| 7D | +3.5% | -5.8% | +9.3% | +4.5% |
| 30D | -7.5% | -14.0% | +6.4% | -5.4% |
| 3M | +8.3% | -32.5% | +40.8% | +14.1% |
| 6M | +20.2% | -14.9% | +35.1% | +21.1% |
| YTD | +34.7% | -28.3% | +63.0% | +39.2% |
| 1Y | +19.4% | -34.0% | +53.4% | +24.5% |
| 3Y | +85.5% | +63.0% | +22.6% | +72.3% |
| All | +85.5% | +59.1% | +26.4% | +72.3% |
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 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