+389.6%
BE vs BROS
-30.1%
+419.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.6% |
| 7D | +23.9% | -6.6% | +30.5% | +25.0% |
| 30D | +27.8% | -12.3% | +40.2% | +30.1% |
| 3M | +3.7% | -22.2% | +25.9% | +6.2% |
| 6M | +78.0% | -14.3% | +92.2% | +78.9% |
| YTD | +209.9% | -26.6% | +236.5% | +215.1% |
| 1Y | +389.6% | -31.5% | +421.1% | +371.1% |
| All | +389.6% | -30.1% | +419.7% | +371.1% |
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 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