+24.2%
XLB vs BROS
-35.4%
+59.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.1% |
| 7D | +0.5% | -19.0% | +19.5% | +2.6% |
| 30D | +6.9% | -7.3% | +14.2% | +7.6% |
| 3M | -0.2% | -31.2% | +31.0% | +3.4% |
| 6M | +3.3% | -33.0% | +36.3% | +6.1% |
| YTD | +18.0% | -42.4% | +60.4% | +23.5% |
| 1Y | +24.2% | -37.7% | +62.0% | +27.4% |
| All | +24.2% | -35.4% | +59.6% | +27.4% |
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