+55.3%
B vs BROS
-30.1%
+85.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.2% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | +1.4% | -13.5% | +14.8% | +3.5% |
| 3M | +12.2% | -18.4% | +30.6% | +14.0% |
| 6M | -2.1% | -10.6% | +8.5% | -2.4% |
| YTD | +2.9% | -25.1% | +28.0% | +3.6% |
| 1Y | +55.3% | -28.6% | +84.0% | +53.5% |
| All | +55.3% | -30.1% | +85.4% | +53.5% |
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