+72.3%
XLC vs BROS
+64.7%
+7.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +0.6% | -0.9% | +1.5% | +0.7% |
| 30D | +0.2% | -13.5% | +13.7% | +1.6% |
| 3M | +0.6% | -18.4% | +19.1% | +2.1% |
| 6M | -4.5% | -10.6% | +6.1% | -4.4% |
| YTD | -4.7% | -25.1% | +20.3% | -3.1% |
| 1Y | -1.7% | -28.6% | +27.0% | +0.3% |
| 3Y | +72.3% | +65.6% | +6.7% | +58.0% |
| All | +72.3% | +64.7% | +7.6% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling