+49.9%
XLE vs BROS
-18.6%
+68.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.7% | -4.7% |
| 7D | -7.2% | +2.5% | -9.7% | -7.0% |
| 30D | +0.1% | +15.1% | -15.0% | +1.2% |
| 3M | +9.2% | -31.4% | +40.6% | +6.2% |
| 6M | +8.4% | -22.6% | +31.0% | +6.4% |
| YTD | +44.9% | -28.1% | +73.0% | +42.5% |
| 1Y | +49.9% | -20.3% | +70.1% | +46.7% |
| All | +49.9% | -18.6% | +68.5% | +46.7% |
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