+27.3%
BAC vs BROS
-30.1%
+57.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.7% |
| 7D | +0.6% | -6.6% | +7.2% | +1.3% |
| 30D | -1.4% | -12.3% | +11.0% | -0.1% |
| 3M | +15.7% | -22.2% | +37.9% | +17.3% |
| 6M | +32.2% | -14.3% | +46.5% | +31.0% |
| YTD | +15.8% | -26.6% | +42.3% | +16.3% |
| 1Y | +27.3% | -31.5% | +58.8% | +27.6% |
| All | +27.3% | -30.1% | +57.4% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling