-2.1%
XLC vs BROS
-30.8%
+28.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | -1.4% | -6.6% | +5.2% | -1.0% |
| 30D | -0.9% | -12.3% | +11.4% | 0.0% |
| 3M | -0.3% | -22.2% | +21.9% | +0.8% |
| 6M | -5.2% | -14.3% | +9.1% | -5.4% |
| YTD | -5.3% | -26.6% | +21.3% | -4.4% |
| All | -2.1% | -30.8% | +28.7% | -1.6% |
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