+25.1%
BROS vs ACWI
+69.9%
-44.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.7% |
| 7D | -0.9% | +1.1% | -2.0% | -2.8% |
| 30D | -13.5% | -0.2% | -13.3% | -13.1% |
| 3M | -18.4% | +4.7% | -23.1% | -24.9% |
| 6M | -10.6% | +14.5% | -25.0% | -29.2% |
| YTD | -25.1% | +14.6% | -39.7% | -40.8% |
| 1Y | -28.6% | +21.4% | -50.1% | -48.9% |
| 3Y | +65.6% | +77.6% | -12.0% | -37.5% |
| All | +25.1% | +69.9% | -44.8% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACWI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling