+70.5%
XLI vs BROS
-46.9%
+117.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.5% |
| 7D | +4.3% | -2.5% | +6.8% | +4.6% |
| 30D | +0.5% | -11.2% | +11.7% | +1.5% |
| 3M | -8.6% | -33.9% | +25.3% | -4.7% |
| 6M | -2.3% | -33.5% | +31.2% | +1.1% |
| YTD | +10.1% | -44.9% | +55.0% | +15.9% |
| 1Y | +11.0% | -41.5% | +52.5% | +15.9% |
| 3Y | +72.3% | +22.4% | +49.8% | +60.4% |
| All | +70.5% | -46.9% | +117.4% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling