+43.8%
EXC vs BROS
-50.1%
+94.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.9% |
| 7D | -1.2% | -21.2% | +20.1% | -0.6% |
| 30D | +10.0% | -11.6% | +21.5% | +10.2% |
| 3M | +1.6% | -36.7% | +38.3% | +2.7% |
| 6M | +3.3% | -42.8% | +46.1% | +4.6% |
| YTD | +7.6% | -44.8% | +52.4% | +8.9% |
| 1Y | +3.5% | -36.5% | +40.0% | +4.2% |
| 3Y | +27.7% | +27.0% | +0.7% | +21.1% |
| All | +43.8% | -50.1% | +94.0% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling