-1.4%
BAC vs BROS
-37.3%
+35.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.3% |
| 7D | +3.2% | +6.3% | -3.1% | +2.6% |
| 30D | -0.7% | -8.3% | +7.6% | 0.0% |
| 3M | -20.0% | -29.8% | +9.8% | -17.3% |
| 6M | +3.4% | -25.8% | +29.3% | +3.3% |
| YTD | -5.7% | -41.4% | +35.6% | -4.3% |
| 1Y | -1.4% | -35.2% | +33.7% | -1.6% |
| All | -1.4% | -37.3% | +35.9% | -1.6% |
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