+46.3%
XLU vs BROS
+59.1%
-12.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -1.6% | -5.8% | +4.2% | -1.3% |
| 30D | -3.3% | -14.0% | +10.6% | -2.7% |
| 3M | -3.2% | -32.5% | +29.3% | -1.7% |
| 6M | -7.0% | -14.9% | +8.0% | -6.7% |
| YTD | +0.6% | -28.3% | +28.9% | +1.7% |
| 1Y | +2.4% | -34.0% | +36.4% | +3.9% |
| 3Y | +46.3% | +63.0% | -16.7% | +31.9% |
| All | +46.3% | +59.1% | -12.8% | +31.9% |
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