+195.9%
XLE vs BROS
+3.9%
+192.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | -12.0% | -21.2% | +9.2% | -10.9% |
| 30D | -2.7% | -11.6% | +8.8% | -2.2% |
| 3M | +6.6% | -36.7% | +43.3% | +9.0% |
| 6M | +9.5% | -42.8% | +52.4% | +12.2% |
| YTD | +40.6% | -44.8% | +85.4% | +43.9% |
| 1Y | +43.6% | -36.5% | +80.1% | +45.4% |
| 3Y | +58.1% | +27.0% | +31.1% | +50.2% |
| 5Y | +152.2% | -50.3% | +202.5% | +140.1% |
| All | +195.9% | +3.9% | +192.0% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling