+1,334.1%
BE vs BROS
+41.2%
+1,293.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.5% | +11.1% | +10.1% |
| 7D | +29.8% | -0.9% | +30.7% | +29.9% |
| 30D | +26.4% | -13.5% | +39.8% | +31.6% |
| 3M | +9.3% | -18.4% | +27.8% | +13.9% |
| 6M | +105.1% | -10.6% | +115.6% | +105.7% |
| YTD | +219.0% | -25.1% | +244.1% | +236.3% |
| 1Y | +418.8% | -28.6% | +447.4% | +448.7% |
| 3Y | +1,784.6% | +65.6% | +1,719.0% | +1,291.5% |
| All | +1,334.1% | +41.2% | +1,293.0% | +1,146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling