+3.9%
BBY vs BROS
+35.1%
-31.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.9% |
| 7D | +0.6% | -5.8% | +6.3% | +1.5% |
| 30D | +9.4% | -14.0% | +23.4% | +11.8% |
| 3M | +19.3% | -32.5% | +51.8% | +25.9% |
| 6M | +47.9% | -14.9% | +62.8% | +50.3% |
| YTD | +39.6% | -28.3% | +67.9% | +45.0% |
| 1Y | +22.2% | -34.0% | +56.2% | +28.0% |
| 3Y | +45.0% | +63.0% | -18.0% | +30.8% |
| All | +3.9% | +35.1% | -31.2% | -0.8% |
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