+1,237.2%
BE vs BROS
+33.7%
+1,203.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.0% |
| 7D | +9.7% | -6.1% | +15.8% | +11.8% |
| 30D | +22.4% | -12.4% | +34.8% | +27.0% |
| 3M | +10.4% | -27.9% | +38.3% | +19.5% |
| 6M | +67.9% | -16.8% | +84.6% | +72.0% |
| YTD | +197.5% | -29.0% | +226.5% | +218.7% |
| 1Y | +310.6% | -33.2% | +343.8% | +343.0% |
| 3Y | +1,657.2% | +56.8% | +1,600.5% | +1,218.7% |
| All | +1,237.2% | +33.7% | +1,203.6% | +1,081.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling