+374.2%
ASX vs BROS
+10.8%
+363.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.6% | +2.0% | +7.4% |
| 7D | -12.3% | -17.9% | +5.6% | -8.8% |
| 30D | -26.0% | -5.4% | -20.6% | -24.8% |
| 3M | -8.1% | -32.1% | +24.0% | -1.8% |
| 6M | +1.4% | -31.7% | +33.1% | +7.1% |
| YTD | +115.6% | -41.2% | +156.7% | +132.2% |
| 1Y | +128.0% | -32.6% | +160.6% | +139.4% |
| 3Y | +371.4% | +32.7% | +338.7% | +328.8% |
| 5Y | +469.4% | -44.2% | +513.6% | +440.7% |
| All | +374.2% | +10.8% | +363.4% | +338.3% |
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