+421.9%
ASX vs BROS
+7.7%
+414.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.7% |
| 7D | +0.8% | -20.4% | +21.2% | +5.4% |
| 30D | -20.4% | -6.1% | -14.3% | -19.1% |
| 3M | -2.1% | -29.4% | +27.2% | +4.0% |
| 6M | +8.2% | -31.5% | +39.7% | +14.3% |
| YTD | +137.3% | -42.8% | +180.1% | +156.8% |
| 1Y | +155.0% | -37.5% | +192.5% | +171.2% |
| 3Y | +397.9% | +27.2% | +370.8% | +356.0% |
| 5Y | +529.2% | -47.0% | +576.2% | +500.8% |
| All | +421.9% | +7.7% | +414.2% | +384.8% |
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