+70.0%
XLE vs BROS
+30.6%
+39.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.7% |
| 7D | +5.4% | +6.3% | -0.9% | +5.2% |
| 30D | -3.9% | -8.3% | +4.4% | -3.7% |
| 3M | +7.0% | -29.8% | +36.8% | +8.2% |
| 6M | +14.2% | -25.8% | +40.0% | +14.4% |
| YTD | +48.2% | -41.4% | +89.5% | +50.1% |
| 1Y | +47.7% | -35.2% | +82.8% | +48.4% |
| 3Y | +70.0% | +32.8% | +37.2% | +63.5% |
| All | +70.0% | +30.6% | +39.4% | +63.5% |
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