-19.5%
BA vs BROS
+10.8%
-30.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.6% | -7.2% | -1.7% |
| 7D | -1.7% | -17.9% | +16.2% | +1.0% |
| 30D | -9.5% | -5.4% | -4.1% | -9.1% |
| 3M | -26.5% | -32.1% | +5.6% | -22.3% |
| 6M | -27.4% | -31.7% | +4.3% | -23.9% |
| YTD | -20.6% | -41.2% | +20.6% | -15.3% |
| 1Y | -11.4% | -32.6% | +21.2% | -7.9% |
| 3Y | -10.8% | +32.7% | -43.5% | -20.2% |
| 5Y | -21.9% | -44.2% | +22.3% | -27.2% |
| All | -19.5% | +10.8% | -30.3% | -23.8% |
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 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