+40.1%
XLB vs BROS
+7.7%
+32.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.6% | -20.4% | +18.8% | +0.4% |
| 30D | +7.2% | -6.1% | +13.3% | +7.6% |
| 3M | 0.0% | -29.4% | +29.4% | +3.1% |
| 6M | +2.3% | -31.5% | +33.8% | +5.2% |
| YTD | +18.4% | -42.8% | +61.2% | +23.4% |
| 1Y | +23.3% | -37.5% | +60.8% | +27.3% |
| 3Y | +45.2% | +27.2% | +18.0% | +36.7% |
| 5Y | +31.0% | -47.0% | +77.9% | +25.0% |
| All | +40.1% | +7.7% | +32.4% | +35.0% |
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