+16.9%
XLB vs BROS
-35.3%
+52.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.4% |
| 7D | -1.4% | -6.7% | +5.3% | -0.7% |
| 30D | -0.4% | -29.1% | +28.7% | +2.8% |
| 3M | +2.0% | -16.7% | +18.7% | +3.0% |
| 6M | +1.8% | -11.6% | +13.4% | +1.8% |
| YTD | +16.6% | -23.9% | +40.5% | +18.5% |
| 1Y | +16.9% | -34.8% | +51.7% | +18.5% |
| All | +16.9% | -35.3% | +52.2% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling