+65.9%
BLK vs BROS
+59.1%
+6.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.5% |
| 7D | -3.3% | -5.8% | +2.4% | -2.6% |
| 30D | -6.5% | -14.0% | +7.4% | -4.8% |
| 3M | +6.7% | -32.5% | +39.2% | +11.5% |
| 6M | +14.7% | -14.9% | +29.6% | +15.6% |
| YTD | +2.5% | -28.3% | +30.8% | +5.3% |
| 1Y | -2.8% | -34.0% | +31.2% | +0.5% |
| 3Y | +65.9% | +63.0% | +2.9% | +45.7% |
| All | +65.9% | +59.1% | +6.8% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling