+149.5%
B vs BROS
+10.8%
+138.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.4% | +3.8% |
| 7D | +11.3% | -17.9% | +29.2% | +12.4% |
| 30D | +2.9% | -5.4% | +8.3% | +3.1% |
| 3M | -2.9% | -32.1% | +29.2% | -0.9% |
| 6M | -1.2% | -31.7% | +30.5% | +0.5% |
| YTD | -1.3% | -41.2% | +39.8% | +0.9% |
| 1Y | +30.4% | -32.6% | +63.0% | +32.5% |
| 3Y | +195.3% | +32.7% | +162.6% | +184.9% |
| 5Y | +146.2% | -44.2% | +190.5% | +134.3% |
| All | +149.5% | +10.8% | +138.7% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling