+48.0%
BAX vs BROS
-18.6%
+66.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.0% | +3.8% |
| 7D | +4.1% | +2.5% | +1.6% | +3.6% |
| 30D | +9.4% | +15.1% | -5.7% | +6.3% |
| 3M | -6.5% | -31.4% | +24.9% | -0.1% |
| 6M | +59.6% | -22.6% | +82.2% | +64.4% |
| YTD | +38.9% | -28.1% | +67.0% | +44.2% |
| 1Y | +48.0% | -20.3% | +68.3% | +47.9% |
| All | +48.0% | -18.6% | +66.6% | +47.9% |
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 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