+43.2%
XLP vs BROS
+30.5%
+12.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | +2.3% | -19.0% | +21.4% | +3.0% |
| 30D | +9.1% | -7.3% | +16.4% | +9.3% |
| 3M | +7.9% | -31.2% | +39.1% | +9.1% |
| 6M | +9.6% | -33.0% | +42.7% | +10.8% |
| YTD | +19.4% | -42.4% | +61.8% | +21.1% |
| 1Y | +22.4% | -37.7% | +60.1% | +23.7% |
| 3Y | +43.2% | +28.2% | +15.0% | +40.8% |
| All | +43.2% | +30.5% | +12.7% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling