+52.3%
EXC vs BROS
+10.5%
+41.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | +1.2% |
| 7D | +1.4% | +6.3% | -4.9% | +1.2% |
| 30D | +8.6% | -8.3% | +16.9% | +8.7% |
| 3M | +2.4% | -29.8% | +32.2% | +3.1% |
| 6M | +6.5% | -25.8% | +32.3% | +6.9% |
| YTD | +9.0% | -41.4% | +50.4% | +10.0% |
| 1Y | +4.6% | -35.2% | +39.7% | +5.2% |
| 3Y | +33.5% | +32.8% | +0.7% | +28.3% |
| 5Y | +41.4% | -42.2% | +83.6% | +35.6% |
| All | +52.3% | +10.5% | +41.9% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling