+24.4%
EW vs BROS
-37.3%
+61.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | +0.7% |
| 7D | +4.9% | +6.3% | -1.4% | +4.4% |
| 30D | +23.9% | -8.3% | +32.3% | +24.1% |
| 3M | +15.8% | -29.8% | +45.5% | +19.0% |
| 6M | +31.7% | -25.8% | +57.5% | +31.4% |
| YTD | +25.7% | -41.4% | +67.0% | +29.0% |
| 1Y | +24.4% | -35.2% | +59.6% | +25.9% |
| All | +24.4% | -37.3% | +61.7% | +25.9% |
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