+64.4%
BROS vs ACWI
+76.1%
-11.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -6.7% | +0.5% | -7.2% | -7.4% |
| 30D | -29.1% | +0.9% | -29.9% | -29.9% |
| 3M | -16.7% | +2.4% | -19.1% | -20.1% |
| 6M | -11.6% | +12.4% | -24.0% | -26.8% |
| YTD | -23.9% | +15.2% | -39.1% | -39.4% |
| 1Y | -34.8% | +22.7% | -57.5% | -53.1% |
| All | +64.4% | +76.1% | -11.7% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling