-14.1%
EW vs BROS
+8.6%
-22.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | +9.3% | -19.0% | +28.3% | +11.1% |
| 30D | +22.1% | -7.3% | +29.3% | +22.5% |
| 3M | +13.0% | -31.2% | +44.2% | +16.7% |
| 6M | +30.1% | -33.0% | +63.1% | +33.9% |
| YTD | +22.0% | -42.4% | +64.4% | +27.0% |
| 1Y | +23.7% | -37.7% | +61.4% | +27.6% |
| 3Y | +62.0% | +28.2% | +33.8% | +48.5% |
| 5Y | -12.4% | -43.4% | +30.9% | -16.9% |
| All | -14.1% | +8.6% | -22.6% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling