+52.2%
EW vs BROS
+25.7%
+26.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.4% |
| 7D | +11.0% | -21.2% | +32.2% | +12.3% |
| 30D | +19.1% | -11.6% | +30.6% | +19.6% |
| 3M | +14.4% | -36.7% | +51.0% | +17.1% |
| 6M | +22.8% | -42.8% | +65.6% | +26.1% |
| YTD | +19.8% | -44.8% | +64.7% | +22.8% |
| 1Y | +23.9% | -36.5% | +60.4% | +26.1% |
| 3Y | +52.2% | +27.0% | +25.3% | +54.4% |
| All | +52.2% | +25.7% | +26.5% | +54.4% |
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 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