+2.2%
BBY vs BROS
+41.2%
-39.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +8.1% | -0.9% | +9.0% | +8.3% |
| 30D | +8.9% | -13.5% | +22.4% | +11.2% |
| 3M | +22.0% | -18.4% | +40.5% | +25.2% |
| 6M | +37.8% | -10.6% | +48.4% | +39.0% |
| YTD | +37.3% | -25.1% | +62.4% | +41.7% |
| 1Y | +21.6% | -28.6% | +50.2% | +25.9% |
| 3Y | +41.5% | +65.6% | -24.1% | +27.3% |
| All | +2.2% | +41.2% | -39.0% | -3.1% |
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 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