+17.2%
XLI vs BROS
-35.3%
+52.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -1.1% | -6.7% | +5.6% | -0.4% |
| 30D | -5.9% | -29.1% | +23.1% | -3.0% |
| 3M | -0.3% | -16.7% | +16.4% | +0.5% |
| 6M | +0.1% | -11.6% | +11.7% | -0.4% |
| YTD | +13.6% | -23.9% | +37.5% | +14.2% |
| 1Y | +17.2% | -34.8% | +52.0% | +19.1% |
| All | +17.2% | -35.3% | +52.5% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling