-8.1%
BROS vs BB
-9.1%
+1.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -2.9% |
| 7D | -2.5% | +9.0% | -11.4% | -4.7% |
| 30D | -11.2% | +7.7% | -18.9% | -13.4% |
| 3M | -33.9% | +4.0% | -37.9% | -35.5% |
| 6M | -33.5% | +46.6% | -80.1% | -43.7% |
| YTD | -44.9% | +140.6% | -185.6% | -60.8% |
| 1Y | -41.5% | +103.1% | -144.6% | -56.2% |
| 3Y | +22.4% | +150.5% | -128.1% | -20.8% |
| 5Y | -45.7% | -15.4% | -30.3% | -49.6% |
| All | -8.1% | -9.1% | +1.0% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling