+197.4%
XLE vs BROS
+10.8%
+186.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.1% | +0.2% |
| 7D | -7.9% | -17.9% | +10.0% | -7.0% |
| 30D | -4.8% | -5.4% | +0.5% | -4.7% |
| 3M | +8.4% | -32.1% | +40.4% | +10.4% |
| 6M | +12.7% | -31.7% | +44.4% | +14.2% |
| YTD | +41.3% | -41.2% | +82.5% | +44.1% |
| 1Y | +42.3% | -32.6% | +74.9% | +43.6% |
| 3Y | +65.1% | +32.7% | +32.4% | +56.5% |
| 5Y | +150.2% | -44.2% | +194.4% | +137.8% |
| All | +197.4% | +10.8% | +186.6% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling