+36.3%
XLC vs BROS
+7.7%
+28.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +3.5% | -20.4% | +23.9% | +5.8% |
| 30D | -2.6% | -6.1% | +3.5% | -2.3% |
| 3M | -2.1% | -29.4% | +27.3% | +1.4% |
| 6M | -5.5% | -31.5% | +26.0% | -2.4% |
| YTD | -6.9% | -42.8% | +35.9% | -2.4% |
| 1Y | -3.7% | -37.5% | +33.8% | -0.3% |
| 3Y | +64.2% | +27.2% | +37.0% | +50.0% |
| 5Y | +43.0% | -47.0% | +90.0% | +35.1% |
| All | +36.3% | +7.7% | +28.6% | +28.8% |
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