+33.5%
EXC vs BROS
+30.6%
+2.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | +1.4% |
| 7D | +1.4% | +6.3% | -4.9% | +1.4% |
| 30D | +8.6% | -8.3% | +16.9% | +8.5% |
| 3M | +2.4% | -29.8% | +32.2% | +2.1% |
| 6M | +6.5% | -25.8% | +32.3% | +6.4% |
| YTD | +9.0% | -41.4% | +50.4% | +8.8% |
| 1Y | +4.6% | -35.2% | +39.7% | +4.4% |
| 3Y | +33.5% | +32.8% | +0.7% | +27.6% |
| All | +33.5% | +30.6% | +2.9% | +27.6% |
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 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