-65.1%
BAX vs BROS
+8.6%
-73.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +3.6% | -19.0% | +22.7% | +5.1% |
| 30D | +8.5% | -7.3% | +15.8% | +8.9% |
| 3M | -4.9% | -31.2% | +26.3% | -2.4% |
| 6M | +47.0% | -33.0% | +80.0% | +50.7% |
| YTD | +38.4% | -42.4% | +80.8% | +43.0% |
| 1Y | +49.1% | -37.7% | +86.9% | +53.1% |
| 3Y | -14.9% | +28.2% | -43.1% | -16.5% |
| 5Y | -63.1% | -43.4% | -19.8% | -63.5% |
| All | -65.1% | +8.6% | -73.7% | -65.1% |
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