-29.9%
BAX vs BROS
+80.7%
-110.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -1.1% | -6.7% | +5.5% | -0.4% |
| 30D | -5.5% | -29.1% | +23.6% | -2.1% |
| 3M | +33.5% | -16.7% | +50.2% | +35.7% |
| 6M | +35.9% | -11.6% | +47.5% | +36.6% |
| YTD | +35.4% | -23.9% | +59.3% | +37.9% |
| 1Y | +9.8% | -34.8% | +44.5% | +12.7% |
| All | -29.9% | +80.7% | -110.6% | -34.1% |
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 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