+64.8%
BE vs BROS
-38.0%
+102.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.8% | +13.8% | +13.1% |
| 7D | +4.5% | -20.4% | +24.9% | +9.2% |
| 30D | -20.1% | -6.1% | -14.0% | -17.7% |
| 3M | -0.8% | -29.4% | +28.5% | +5.2% |
| 6M | -26.2% | -31.5% | +5.3% | -22.6% |
| YTD | +141.1% | -42.8% | +183.9% | +145.8% |
| 1Y | +64.8% | -37.5% | +102.3% | +72.4% |
| All | +64.8% | -38.0% | +102.8% | +72.4% |
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 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