+50.3%
BP vs BROS
+30.6%
+19.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | +0.7% |
| 7D | +3.8% | +6.3% | -2.5% | +3.7% |
| 30D | -5.3% | -8.3% | +3.1% | -5.2% |
| 3M | +9.3% | -29.8% | +39.0% | +9.9% |
| 6M | +7.2% | -25.8% | +33.0% | +6.9% |
| YTD | +38.0% | -41.4% | +79.4% | +38.9% |
| 1Y | +33.2% | -35.2% | +68.4% | +33.1% |
| 3Y | +50.3% | +32.8% | +17.5% | +44.1% |
| All | +50.3% | +30.6% | +19.7% | +44.1% |
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 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