+147.1%
XLK vs BROS
+41.2%
+106.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | -0.1% | -13.5% | +13.4% | +2.0% |
| 3M | +2.1% | -18.4% | +20.6% | +4.4% |
| 6M | +37.2% | -10.6% | +47.8% | +37.7% |
| YTD | +30.8% | -25.1% | +55.9% | +34.6% |
| 1Y | +42.6% | -28.6% | +71.3% | +47.3% |
| 3Y | +121.8% | +65.6% | +56.2% | +94.1% |
| All | +147.1% | +41.2% | +106.0% | +123.3% |
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