+138.0%
B vs BROS
-50.1%
+188.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.7% |
| 7D | +9.6% | -21.2% | +30.8% | +11.3% |
| 30D | +3.5% | -11.6% | +15.1% | +4.2% |
| 3M | -1.6% | -36.7% | +35.1% | +1.5% |
| 6M | -1.7% | -42.8% | +41.2% | +1.7% |
| YTD | -5.3% | -44.8% | +39.5% | -2.1% |
| 1Y | +27.2% | -36.5% | +63.8% | +30.4% |
| 3Y | +166.1% | +27.0% | +139.2% | +152.0% |
| All | +138.0% | -50.1% | +188.1% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling