-63.9%
BAX vs BROS
-50.1%
-13.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.8% |
| 7D | +12.1% | -21.2% | +33.4% | +14.3% |
| 30D | +7.6% | -11.6% | +19.1% | +8.5% |
| 3M | -4.5% | -36.7% | +32.2% | -0.9% |
| 6M | +52.0% | -42.8% | +94.8% | +58.5% |
| YTD | +35.1% | -44.8% | +80.0% | +40.8% |
| 1Y | +43.7% | -36.5% | +80.3% | +48.1% |
| 3Y | -20.9% | +27.0% | -47.9% | -23.0% |
| All | -63.9% | -50.1% | -13.8% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling