+125.3%
BP vs BROS
+7.7%
+117.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -0.8% | -20.4% | +19.6% | -0.1% |
| 30D | -3.1% | -6.1% | +2.9% | -3.0% |
| 3M | +6.2% | -29.4% | +35.5% | +7.2% |
| 6M | +4.8% | -31.5% | +36.3% | +5.5% |
| YTD | +35.2% | -42.8% | +78.0% | +36.9% |
| 1Y | +27.4% | -37.5% | +64.9% | +28.4% |
| 3Y | +49.8% | +27.2% | +22.6% | +44.2% |
| 5Y | +109.4% | -47.0% | +156.3% | +100.6% |
| All | +125.3% | +7.7% | +117.6% | +127.0% |
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