+3.4%
EXC vs BROS
-18.6%
+22.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | +3.3% | +2.5% | +0.8% | +3.3% |
| 30D | +13.3% | +15.1% | -1.8% | +13.5% |
| 3M | +1.8% | -31.4% | +33.2% | +1.1% |
| 6M | +1.1% | -22.6% | +23.7% | +1.2% |
| YTD | +9.0% | -28.1% | +37.2% | +9.1% |
| 1Y | +3.4% | -20.3% | +23.6% | +3.6% |
| All | +3.4% | -18.6% | +22.0% | +3.6% |
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