+55.3%
BE vs BROS
-18.6%
+73.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.4% |
| 7D | -12.1% | +2.5% | -14.6% | -12.3% |
| 30D | -30.1% | +15.1% | -45.2% | -31.1% |
| 3M | -12.1% | -31.4% | +19.2% | -8.1% |
| 6M | -30.6% | -22.6% | -8.0% | -28.6% |
| YTD | +130.6% | -28.1% | +158.8% | +129.6% |
| 1Y | +55.3% | -20.3% | +75.6% | +52.6% |
| All | +55.3% | -18.6% | +73.9% | +52.6% |
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