+58.1%
XLE vs BROS
+25.7%
+32.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | -12.0% | -21.2% | +9.2% | -11.3% |
| 30D | -2.7% | -11.6% | +8.8% | -2.4% |
| 3M | +6.6% | -36.7% | +43.3% | +8.2% |
| 6M | +9.5% | -42.8% | +52.4% | +11.2% |
| YTD | +40.6% | -44.8% | +85.4% | +42.7% |
| 1Y | +43.6% | -36.5% | +80.1% | +44.2% |
| 3Y | +58.1% | +27.0% | +31.1% | +52.2% |
| All | +58.1% | +25.7% | +32.4% | +52.2% |
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