+160.3%
B vs BROS
+41.2%
+119.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.4% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | +1.4% | -13.5% | +14.8% | +2.2% |
| 3M | +12.2% | -18.4% | +30.6% | +13.2% |
| 6M | -2.1% | -10.6% | +8.5% | -1.8% |
| YTD | +2.9% | -25.1% | +28.0% | +4.0% |
| 1Y | +55.3% | -28.6% | +84.0% | +57.0% |
| 3Y | +198.7% | +65.6% | +133.1% | +184.9% |
| All | +160.3% | +41.2% | +119.2% | +154.7% |
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