+1,208.2%
BE vs BROS
+43.3%
+1,164.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.6% | +7.1% |
| 7D | +20.0% | -6.7% | +26.6% | +22.2% |
| 30D | +7.9% | -29.1% | +37.0% | +18.4% |
| 3M | -13.2% | -16.7% | +3.5% | -10.1% |
| 6M | +53.5% | -11.6% | +65.1% | +54.9% |
| YTD | +191.0% | -23.9% | +214.9% | +205.5% |
| 1Y | +360.5% | -34.8% | +395.3% | +400.6% |
| 3Y | +1,568.0% | +62.1% | +1,505.9% | +1,141.3% |
| All | +1,208.2% | +43.3% | +1,164.9% | +1,032.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling