+127.4%
BP vs BROS
+38.3%
+89.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.8% |
| 7D | +4.0% | -6.6% | +10.6% | +4.2% |
| 30D | +7.8% | -12.3% | +20.2% | +8.3% |
| 3M | +8.4% | -22.2% | +30.6% | +8.9% |
| 6M | +15.1% | -14.3% | +29.3% | +15.0% |
| YTD | +36.4% | -26.6% | +63.0% | +37.2% |
| 1Y | +40.9% | -31.5% | +72.4% | +42.0% |
| 3Y | +38.8% | +62.3% | -23.4% | +32.7% |
| All | +127.4% | +38.3% | +89.1% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling