+34.8%
XEL vs BROS
+43.3%
-8.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -1.0% | -6.7% | +5.7% | -0.8% |
| 30D | -1.9% | -29.1% | +27.2% | -1.2% |
| 3M | -1.9% | -16.7% | +14.8% | -1.6% |
| 6M | -7.4% | -11.6% | +4.2% | -7.4% |
| YTD | +4.1% | -23.9% | +28.0% | +4.5% |
| 1Y | +8.0% | -34.8% | +42.8% | +8.9% |
| 3Y | +48.4% | +62.1% | -13.7% | +43.3% |
| All | +34.8% | +43.3% | -8.6% | +30.2% |
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