+96.3%
EXE vs BROS
+43.3%
+53.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -0.3% | -6.7% | +6.4% | +0.1% |
| 30D | +8.5% | -29.1% | +37.5% | +10.4% |
| 3M | +5.5% | -16.7% | +22.2% | +6.1% |
| 6M | -5.9% | -11.6% | +5.7% | -5.9% |
| YTD | -9.7% | -23.9% | +14.2% | -9.0% |
| 1Y | +3.6% | -34.8% | +38.4% | +5.4% |
| 3Y | +18.0% | +62.1% | -44.0% | +10.4% |
| All | +96.3% | +43.3% | +53.0% | +95.9% |
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 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