+209.2%
XLE vs BROS
+41.2%
+168.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | +12.6% | -13.5% | +26.1% | +13.5% |
| 3M | +11.8% | -18.4% | +30.3% | +12.6% |
| 6M | +16.1% | -10.6% | +26.7% | +15.9% |
| YTD | +46.9% | -25.1% | +71.9% | +48.1% |
| 1Y | +53.3% | -28.6% | +81.9% | +54.8% |
| 3Y | +54.9% | +65.6% | -10.7% | +45.3% |
| All | +209.2% | +41.2% | +168.0% | +205.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling