-45.7%
BROS vs ACWI
+60.2%
-105.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -2.7% |
| 7D | -2.5% | +2.7% | -5.2% | -6.7% |
| 30D | -11.2% | -2.6% | -8.7% | -6.0% |
| 3M | -33.9% | -3.2% | -30.8% | -29.5% |
| 6M | -33.5% | +1.9% | -35.4% | -35.6% |
| YTD | -44.9% | +11.3% | -56.3% | -54.1% |
| 1Y | -41.5% | +11.7% | -53.2% | -51.4% |
| 3Y | +22.4% | +74.4% | -51.9% | -53.2% |
| 5Y | -45.7% | +59.5% | -105.2% | -74.1% |
| All | -45.7% | +60.2% | -105.9% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling