+22.6%
BROS vs ACWI
+68.8%
-46.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.0% |
| 7D | -6.6% | 0.0% | -6.6% | -6.7% |
| 30D | -12.3% | -0.6% | -11.8% | -11.4% |
| 3M | -22.2% | +4.3% | -26.5% | -27.8% |
| 6M | -14.3% | +12.7% | -27.0% | -30.3% |
| YTD | -26.6% | +13.9% | -40.5% | -41.3% |
| 1Y | -31.5% | +20.5% | -52.0% | -50.3% |
| 3Y | +62.3% | +76.5% | -14.3% | -38.1% |
| All | +22.6% | +68.8% | -46.3% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling