+146.9%
XLK vs BROS
+35.1%
+111.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.2% |
| 7D | +0.2% | -5.8% | +6.0% | +1.1% |
| 30D | -0.6% | -14.0% | +13.3% | +1.6% |
| 3M | +2.6% | -32.5% | +35.0% | +8.1% |
| 6M | +34.0% | -14.9% | +48.9% | +35.5% |
| YTD | +30.7% | -28.3% | +59.0% | +35.4% |
| 1Y | +39.2% | -34.0% | +73.2% | +45.5% |
| 3Y | +120.4% | +63.0% | +57.5% | +93.4% |
| All | +146.9% | +35.1% | +111.8% | +124.6% |
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