+42.3%
BAC vs BROS
+10.8%
+31.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.6% | -4.3% | +1.5% |
| 7D | +2.0% | -17.9% | +19.9% | +4.1% |
| 30D | -6.9% | -5.4% | -1.6% | -6.7% |
| 3M | -19.6% | -32.1% | +12.5% | -16.2% |
| 6M | -0.5% | -31.7% | +31.2% | +2.8% |
| YTD | -6.6% | -41.2% | +34.6% | -2.2% |
| 1Y | -3.0% | -32.6% | +29.6% | -0.2% |
| 3Y | +97.3% | +32.7% | +64.6% | +82.2% |
| 5Y | +21.9% | -44.2% | +66.1% | +15.2% |
| All | +42.3% | +10.8% | +31.5% | +39.9% |
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