+128.1%
BP vs BROS
+3.7%
+124.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +5.0% | +1.4% |
| 7D | +2.5% | -2.5% | +5.0% | +2.6% |
| 30D | -5.6% | -11.2% | +5.7% | -5.3% |
| 3M | +8.0% | -33.9% | +42.0% | +9.4% |
| 6M | +5.7% | -33.5% | +39.1% | +6.5% |
| YTD | +36.8% | -44.9% | +81.8% | +38.8% |
| 1Y | +30.7% | -41.5% | +72.2% | +32.1% |
| 3Y | +51.6% | +22.4% | +29.2% | +46.2% |
| 5Y | +112.2% | -45.7% | +157.9% | +104.0% |
| All | +128.1% | +3.7% | +124.4% | +130.1% |
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