+257.8%
BNY vs BROS
+38.3%
+219.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +0.3% | -6.6% | +6.9% | +0.9% |
| 30D | +1.9% | -12.3% | +14.3% | +3.1% |
| 3M | +13.9% | -22.2% | +36.1% | +15.9% |
| 6M | +42.3% | -14.3% | +56.6% | +42.9% |
| YTD | +41.8% | -26.6% | +68.4% | +44.4% |
| 1Y | +57.9% | -31.5% | +89.5% | +61.5% |
| 3Y | +290.7% | +62.3% | +228.5% | +260.8% |
| All | +257.8% | +38.3% | +219.4% | +251.5% |
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