+121.9%
ALL vs BROS
+43.3%
+78.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.4% |
| 7D | 0.0% | -6.7% | +6.7% | +0.3% |
| 30D | -1.5% | -29.1% | +27.6% | -0.1% |
| 3M | +23.6% | -16.7% | +40.3% | +24.3% |
| 6M | +22.3% | -11.6% | +34.0% | +22.4% |
| YTD | +26.5% | -23.9% | +50.4% | +27.5% |
| 1Y | +27.0% | -34.8% | +61.8% | +28.8% |
| 3Y | +149.6% | +62.1% | +87.5% | +137.6% |
| All | +121.9% | +43.3% | +78.5% | +110.9% |
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 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