+38.3%
BAX vs BROS
-37.3%
+75.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | -1.0% |
| 7D | +0.1% | +6.3% | -6.2% | -1.1% |
| 30D | +4.1% | -8.3% | +12.4% | +5.0% |
| 3M | -4.5% | -29.8% | +25.2% | +1.6% |
| 6M | +49.2% | -25.8% | +75.1% | +53.5% |
| YTD | +35.2% | -41.4% | +76.6% | +46.2% |
| 1Y | +38.3% | -35.2% | +73.5% | +42.0% |
| All | +38.3% | -37.3% | +75.6% | +42.0% |
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