-44.2%
BROS vs A
+16.0%
-60.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.5% | +5.0% |
| 7D | -17.9% | +4.8% | -22.7% | -19.5% |
| 30D | -5.4% | +5.6% | -11.0% | -7.7% |
| 3M | -32.1% | +23.6% | -55.7% | -39.4% |
| 6M | -31.7% | +56.4% | -88.0% | -47.3% |
| YTD | -41.2% | +33.4% | -74.6% | -50.5% |
| 1Y | -32.6% | +23.7% | -56.3% | -40.7% |
| 3Y | +32.7% | +71.0% | -38.3% | -11.0% |
| 5Y | -44.2% | +16.8% | -61.1% | -54.6% |
| All | -44.2% | +16.0% | -60.3% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling