+47.4%
XLP vs BROS
+10.5%
+36.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | +1.2% |
| 7D | +2.5% | +6.3% | -3.8% | +2.2% |
| 30D | +7.3% | -8.3% | +15.7% | +7.5% |
| 3M | +8.1% | -29.8% | +37.9% | +9.4% |
| 6M | +10.5% | -25.8% | +36.3% | +11.4% |
| YTD | +21.2% | -41.4% | +62.5% | +23.1% |
| 1Y | +22.7% | -35.2% | +57.9% | +24.1% |
| 3Y | +44.8% | +32.8% | +12.0% | +40.3% |
| 5Y | +44.7% | -42.2% | +86.9% | +40.9% |
| All | +47.4% | +10.5% | +36.9% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling