+336.5%
ASX vs BROS
+3.9%
+332.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.3% | +8.7% | +6.8% |
| 7D | -19.9% | -21.2% | +1.3% | -16.1% |
| 30D | -30.9% | -11.6% | -19.3% | -29.0% |
| 3M | -15.1% | -36.7% | +21.6% | -8.2% |
| 6M | -6.5% | -42.8% | +36.3% | +1.8% |
| YTD | +98.4% | -44.8% | +143.3% | +116.1% |
| 1Y | +107.9% | -36.5% | +144.4% | +120.5% |
| 3Y | +325.3% | +27.0% | +298.3% | +289.8% |
| 5Y | +447.3% | -50.3% | +497.6% | +426.0% |
| All | +336.5% | +3.9% | +332.6% | +307.9% |
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 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