+87.4%
BAC vs BROS
+25.7%
+61.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | -1.2% | -21.2% | +20.0% | +1.4% |
| 30D | -7.7% | -11.6% | +3.9% | -6.6% |
| 3M | -21.2% | -36.7% | +15.5% | -17.2% |
| 6M | -6.8% | -42.8% | +36.0% | -1.8% |
| YTD | -8.7% | -44.8% | +36.1% | -3.9% |
| 1Y | -5.3% | -36.5% | +31.3% | -2.1% |
| 3Y | +87.4% | +27.0% | +60.5% | +77.7% |
| All | +87.4% | +25.7% | +61.8% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling