+27.0%
BROS vs ACWI
+70.7%
-43.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -6.7% | +0.5% | -7.2% | -7.5% |
| 30D | -29.1% | +0.9% | -29.9% | -30.0% |
| 3M | -16.7% | +2.4% | -19.1% | -20.4% |
| 6M | -11.6% | +12.4% | -24.0% | -27.7% |
| YTD | -23.9% | +15.2% | -39.1% | -40.3% |
| 1Y | -34.8% | +22.7% | -57.5% | -54.1% |
| 3Y | +62.1% | +75.8% | -13.7% | -37.7% |
| All | +27.0% | +70.7% | -43.7% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling