-66.0%
BAX vs BROS
+3.9%
-69.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.7% |
| 7D | +12.1% | -21.2% | +33.4% | +14.0% |
| 30D | +7.6% | -11.6% | +19.1% | +8.4% |
| 3M | -4.5% | -36.7% | +32.2% | -1.4% |
| 6M | +52.0% | -42.8% | +94.8% | +57.6% |
| YTD | +35.1% | -44.8% | +80.0% | +40.0% |
| 1Y | +43.7% | -36.5% | +80.3% | +47.5% |
| 3Y | -20.9% | +27.0% | -47.9% | -22.3% |
| 5Y | -63.5% | -50.3% | -13.2% | -63.8% |
| All | -66.0% | +3.9% | -69.9% | -65.9% |
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