+75.7%
BAC vs BROS
+41.2%
+34.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +1.2% | -0.9% | +2.1% | +1.2% |
| 30D | -0.7% | -13.5% | +12.7% | +0.9% |
| 3M | +16.9% | -18.4% | +35.4% | +19.0% |
| 6M | +29.6% | -10.6% | +40.2% | +29.9% |
| YTD | +15.3% | -25.1% | +40.3% | +17.8% |
| 1Y | +28.8% | -28.6% | +57.5% | +32.0% |
| 3Y | +136.4% | +65.6% | +70.8% | +113.3% |
| All | +75.7% | +41.2% | +34.5% | +68.5% |
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