+26.9%
ALL vs BROS
-34.1%
+60.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.6% | -7.0% | -0.5% |
| 7D | -3.9% | -17.9% | +14.1% | -3.6% |
| 30D | +10.6% | -5.4% | +16.0% | +10.8% |
| 3M | -4.6% | -32.1% | +27.5% | -4.6% |
| 6M | +20.2% | -31.7% | +51.9% | +19.7% |
| YTD | +23.7% | -41.2% | +64.9% | +23.1% |
| All | +26.9% | -34.1% | +60.9% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling