-65.9%
BAX vs BROS
+43.3%
-109.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | -1.1% | -6.7% | +5.5% | -0.7% |
| 30D | -5.5% | -29.1% | +23.6% | -3.2% |
| 3M | +33.5% | -16.7% | +50.2% | +35.0% |
| 6M | +35.9% | -11.6% | +47.5% | +36.5% |
| YTD | +35.4% | -23.9% | +59.3% | +37.2% |
| 1Y | +9.8% | -34.8% | +44.5% | +12.0% |
| 3Y | -32.7% | +62.1% | -94.8% | -35.1% |
| All | -65.9% | +43.3% | -109.2% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling