+34.5%
BBY vs BROS
-18.6%
+53.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.9% | +7.0% | +7.8% |
| 7D | +4.5% | +2.5% | +2.1% | +4.0% |
| 30D | +16.0% | +15.1% | +0.9% | +12.3% |
| 3M | +18.6% | -31.4% | +50.0% | +27.9% |
| 6M | +80.1% | -22.6% | +102.7% | +87.2% |
| YTD | +57.4% | -28.1% | +85.6% | +67.1% |
| 1Y | +34.5% | -20.3% | +54.8% | +36.5% |
| All | +34.5% | -18.6% | +53.1% | +36.5% |
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 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