+67.4%
XLF vs BROS
+43.3%
+24.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | 0.0% | -6.7% | +6.7% | +0.6% |
| 30D | +0.2% | -29.1% | +29.2% | +3.3% |
| 3M | +11.7% | -16.7% | +28.4% | +13.1% |
| 6M | +13.8% | -11.6% | +25.4% | +14.1% |
| YTD | +7.0% | -23.9% | +30.9% | +8.7% |
| 1Y | +9.1% | -34.8% | +43.9% | +12.3% |
| 3Y | +75.6% | +62.1% | +13.5% | +61.3% |
| All | +67.4% | +43.3% | +24.0% | +59.4% |
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