+29.4%
B vs BROS
-18.6%
+48.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +8.1% |
| 7D | +1.1% | +2.5% | -1.4% | +0.7% |
| 30D | +0.3% | +15.1% | -14.7% | -2.4% |
| 3M | +5.4% | -31.4% | +36.8% | +12.2% |
| 6M | +5.5% | -22.6% | +28.1% | +8.4% |
| YTD | -6.3% | -28.1% | +21.8% | -3.8% |
| 1Y | +29.4% | -20.3% | +49.6% | +31.4% |
| All | +29.4% | -18.6% | +48.0% | +31.4% |
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