+45.0%
XLP vs BROS
+10.8%
+34.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.7% | +0.6% |
| 7D | +0.1% | -17.9% | +18.0% | +0.8% |
| 30D | +8.9% | -5.4% | +14.3% | +9.0% |
| 3M | +7.5% | -32.1% | +39.6% | +9.0% |
| 6M | +9.4% | -31.7% | +41.1% | +10.7% |
| YTD | +19.3% | -41.2% | +60.4% | +21.1% |
| 1Y | +21.7% | -32.6% | +54.3% | +22.9% |
| 3Y | +44.0% | +32.7% | +11.3% | +39.5% |
| 5Y | +42.8% | -44.2% | +87.0% | +39.0% |
| All | +45.0% | +10.8% | +34.2% | +41.0% |
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