-25.7%
EW vs BROS
+43.3%
-69.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -0.3% | -6.7% | +6.3% | +0.3% |
| 30D | +1.0% | -29.1% | +30.1% | +4.3% |
| 3M | +2.8% | -16.7% | +19.5% | +4.1% |
| 6M | +5.5% | -11.6% | +17.1% | +5.9% |
| YTD | +5.5% | -23.9% | +29.4% | +7.3% |
| 1Y | +11.0% | -34.8% | +45.8% | +14.4% |
| 3Y | +17.7% | +62.1% | -44.4% | +5.9% |
| All | -25.7% | +43.3% | -69.0% | -32.2% |
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