+27.0%
BROS vs ACWI
+70.3%
-43.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -21.2% | -2.4% | -18.9% | -17.1% |
| 30D | -11.6% | -5.2% | -6.4% | -2.9% |
| 3M | -36.7% | -4.8% | -31.8% | -31.0% |
| 6M | -42.8% | -1.3% | -41.5% | -41.5% |
| YTD | -44.8% | +8.4% | -53.2% | -51.3% |
| 1Y | -36.5% | +11.0% | -47.6% | -46.1% |
| 3Y | +27.0% | +70.6% | -43.6% | -43.2% |
| All | +27.0% | +70.3% | -43.4% | -43.2% |
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