+25.1%
BROS vs A
-11.6%
+36.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.1% |
| 7D | -0.9% | -2.1% | +1.1% | +0.2% |
| 30D | -13.5% | +0.6% | -14.1% | -13.9% |
| 3M | -18.4% | +10.9% | -29.3% | -23.5% |
| 6M | -10.6% | +28.2% | -38.7% | -23.6% |
| YTD | -25.1% | +8.6% | -33.6% | -29.8% |
| 1Y | -28.6% | +15.5% | -44.2% | -35.9% |
| 3Y | +65.6% | +31.8% | +33.8% | +27.9% |
| All | +25.1% | -11.6% | +36.7% | +31.6% |
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