+26.9%
XLY vs BROS
+33.7%
-6.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +0.1% |
| 7D | -3.9% | -6.1% | +2.2% | -2.9% |
| 30D | -6.1% | -12.4% | +6.3% | -4.2% |
| 3M | -1.2% | -27.9% | +26.8% | +3.4% |
| 6M | -1.8% | -16.8% | +15.0% | -0.1% |
| YTD | -5.9% | -29.0% | +23.2% | -2.1% |
| 1Y | -3.1% | -33.2% | +30.1% | +1.4% |
| 3Y | +36.0% | +56.8% | -20.8% | +18.6% |
| All | +26.9% | +33.7% | -6.8% | +16.1% |
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