+43.7%
EXC vs BROS
+43.3%
+0.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | +0.3% | -6.7% | +7.0% | +0.4% |
| 30D | -3.7% | -29.1% | +25.3% | -3.1% |
| 3M | -1.3% | -16.7% | +15.4% | -1.0% |
| 6M | -9.7% | -11.6% | +1.9% | -9.6% |
| YTD | +2.9% | -23.9% | +26.8% | +3.3% |
| 1Y | +4.4% | -34.8% | +39.2% | +5.2% |
| 3Y | +22.2% | +62.1% | -39.9% | +17.1% |
| All | +43.7% | +43.3% | +0.4% | +39.8% |
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