+119.9%
EWT vs BROS
+10.5%
+109.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.6% |
| 7D | +9.1% | +6.3% | +2.8% | +8.4% |
| 30D | -12.2% | -8.3% | -3.9% | -11.4% |
| 3M | -9.4% | -29.8% | +20.4% | -6.2% |
| 6M | +2.7% | -25.8% | +28.5% | +5.1% |
| YTD | +53.3% | -41.4% | +94.6% | +60.0% |
| 1Y | +59.2% | -35.2% | +94.3% | +64.4% |
| 3Y | +157.1% | +32.8% | +124.3% | +144.1% |
| 5Y | +119.6% | -42.2% | +161.8% | +110.9% |
| All | +119.9% | +10.5% | +109.4% | +114.0% |
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