+116.6%
ALL vs BROS
+41.2%
+75.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.3% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | -4.7% | -13.5% | +8.8% | -4.1% |
| 3M | +18.4% | -18.4% | +36.8% | +19.2% |
| 6M | +20.5% | -10.6% | +31.1% | +20.5% |
| YTD | +23.5% | -25.1% | +48.6% | +24.5% |
| 1Y | +29.0% | -28.6% | +57.6% | +30.2% |
| 3Y | +153.7% | +65.6% | +88.1% | +141.2% |
| All | +116.6% | +41.2% | +75.5% | +106.1% |
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 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