+68.1%
BROS vs BB
+64.5%
+3.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -6.7% | -5.6% | -1.0% | -5.7% |
| 30D | -29.1% | -11.8% | -17.3% | -27.7% |
| 3M | -16.7% | -25.5% | +8.8% | -13.4% |
| 6M | -11.6% | +121.3% | -132.9% | -28.8% |
| YTD | -23.9% | +103.2% | -127.1% | -37.5% |
| 1Y | -34.8% | +102.6% | -137.4% | -47.0% |
| All | +68.1% | +64.5% | +3.6% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling