+24.0%
B vs BROS
-34.1%
+58.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.4% | +3.2% |
| 7D | +11.3% | -17.9% | +29.2% | +14.2% |
| 30D | +2.9% | -5.4% | +8.3% | +2.8% |
| 3M | -2.9% | -32.1% | +29.2% | +2.9% |
| 6M | -1.2% | -31.7% | +30.5% | +2.1% |
| YTD | -1.3% | -41.2% | +39.8% | +2.8% |
| All | +24.0% | -34.1% | +58.1% | +29.3% |
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 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