-18.5%
BA vs BROS
+7.7%
-26.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.4% | -20.4% | +19.0% | +1.8% |
| 30D | -7.9% | -6.1% | -1.8% | -7.4% |
| 3M | -25.2% | -29.4% | +4.2% | -21.4% |
| 6M | -26.7% | -31.5% | +4.8% | -23.3% |
| YTD | -19.6% | -42.8% | +23.2% | -13.9% |
| 1Y | -10.6% | -37.5% | +26.9% | -5.9% |
| 3Y | -11.2% | +27.2% | -38.4% | -20.0% |
| 5Y | -20.4% | -47.0% | +26.5% | -25.5% |
| All | -18.5% | +7.7% | -26.2% | -22.5% |
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 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