+94.2%
EXE vs BROS
+33.7%
+60.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +0.4% |
| 7D | -2.2% | -6.1% | +3.9% | -1.9% |
| 30D | -0.8% | -12.4% | +11.6% | -0.1% |
| 3M | +10.0% | -27.9% | +38.0% | +11.7% |
| 6M | -6.3% | -16.8% | +10.5% | -6.0% |
| YTD | -10.7% | -29.0% | +18.4% | -9.6% |
| 1Y | +2.7% | -33.2% | +35.9% | +4.2% |
| 3Y | +19.1% | +56.8% | -37.7% | +11.5% |
| All | +94.2% | +33.7% | +60.5% | +94.6% |
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 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