+48.3%
XLE vs BROS
-35.3%
+83.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.8% |
| 7D | +2.2% | -6.7% | +8.9% | +1.7% |
| 30D | +11.8% | -29.1% | +40.8% | +9.7% |
| 3M | +9.8% | -16.7% | +26.5% | +8.5% |
| 6M | +15.6% | -11.6% | +27.2% | +14.7% |
| YTD | +45.3% | -23.9% | +69.2% | +44.2% |
| 1Y | +48.3% | -34.8% | +83.1% | +48.4% |
| All | +48.3% | -35.3% | +83.6% | +48.4% |
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