+33.0%
BLK vs BROS
+38.3%
-5.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.9% |
| 7D | -2.7% | -6.6% | +3.9% | -1.8% |
| 30D | -4.8% | -12.3% | +7.6% | -3.1% |
| 3M | +6.5% | -22.2% | +28.7% | +9.4% |
| 6M | +13.2% | -14.3% | +27.4% | +14.2% |
| YTD | +1.8% | -26.6% | +28.4% | +4.7% |
| 1Y | -1.0% | -31.5% | +30.5% | +2.5% |
| 3Y | +66.0% | +62.3% | +3.7% | +46.1% |
| All | +33.0% | +38.3% | -5.3% | +23.0% |
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