-7.9%
BROS vs ACWI
+60.6%
-68.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.2% |
| 7D | -21.2% | -2.4% | -18.9% | -16.9% |
| 30D | -11.6% | -5.2% | -6.4% | -2.3% |
| 3M | -36.7% | -4.8% | -31.8% | -30.6% |
| 6M | -42.8% | -1.3% | -41.5% | -41.5% |
| YTD | -44.8% | +8.4% | -53.2% | -51.7% |
| 1Y | -36.5% | +11.0% | -47.6% | -46.6% |
| 3Y | +27.0% | +70.6% | -43.6% | -48.4% |
| 5Y | -50.3% | +55.3% | -105.6% | -76.6% |
| All | -7.9% | +60.6% | -68.6% | -56.8% |
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