+983.7%
BE vs BROS
+7.7%
+975.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.8% | +13.8% | +13.2% |
| 7D | +4.5% | -20.4% | +24.9% | +12.1% |
| 30D | -20.1% | -6.1% | -14.0% | -18.5% |
| 3M | -0.8% | -29.4% | +28.5% | +9.4% |
| 6M | -26.2% | -31.5% | +5.3% | -19.7% |
| YTD | +141.1% | -42.8% | +183.9% | +174.6% |
| 1Y | +64.8% | -37.5% | +102.3% | +81.4% |
| 3Y | +1,887.4% | +27.2% | +1,860.2% | +1,483.8% |
| 5Y | +518.1% | -47.0% | +565.0% | +443.6% |
| All | +983.7% | +7.7% | +975.9% | +917.9% |
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