+43.7%
BAC vs BROS
+10.5%
+33.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.2% |
| 7D | +3.2% | +6.3% | -3.1% | +2.4% |
| 30D | -0.7% | -8.3% | +7.6% | 0.0% |
| 3M | -20.0% | -29.8% | +9.8% | -17.0% |
| 6M | +3.4% | -25.8% | +29.3% | +5.7% |
| YTD | -5.7% | -41.4% | +35.6% | -1.3% |
| 1Y | -1.4% | -35.2% | +33.7% | +1.8% |
| 3Y | +97.9% | +32.8% | +65.1% | +82.7% |
| 5Y | +22.9% | -42.2% | +65.1% | +16.3% |
| All | +43.7% | +10.5% | +33.2% | +41.2% |
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