-4.6%
BROS vs A
+6.7%
-11.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -20.4% | -0.1% | -20.3% | -20.0% |
| 30D | -6.1% | +3.3% | -9.4% | -7.3% |
| 3M | -29.4% | +18.5% | -47.9% | -35.6% |
| 6M | -31.5% | +59.3% | -90.8% | -47.9% |
| YTD | -42.8% | +31.0% | -73.8% | -51.5% |
| 1Y | -37.5% | +19.3% | -56.8% | -43.9% |
| 3Y | +27.2% | +66.8% | -39.6% | -13.7% |
| 5Y | -47.0% | +15.5% | -62.4% | -54.5% |
| All | -4.6% | +6.7% | -11.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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