+123.4%
BP vs BROS
+41.2%
+82.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | +0.9% | -0.9% | +1.9% | +0.9% |
| 30D | +9.1% | -13.5% | +22.6% | +9.6% |
| 3M | +3.9% | -18.4% | +22.4% | +4.3% |
| 6M | +13.6% | -10.6% | +24.2% | +13.3% |
| YTD | +34.0% | -25.1% | +59.1% | +34.7% |
| 1Y | +39.2% | -28.6% | +67.8% | +40.0% |
| 3Y | +36.4% | +65.6% | -29.2% | +30.3% |
| All | +123.4% | +41.2% | +82.3% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling