+25.1%
BROS vs BB
-21.5%
+46.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.1% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | -13.5% | -12.4% | -1.1% | -10.6% |
| 3M | -18.4% | -15.3% | -3.2% | -16.8% |
| 6M | -10.6% | +128.8% | -139.4% | -35.1% |
| YTD | -25.1% | +107.7% | -132.7% | -43.8% |
| 1Y | -28.6% | +103.9% | -132.5% | -47.1% |
| 3Y | +65.6% | +72.6% | -7.0% | +20.9% |
| All | +25.1% | -21.5% | +46.6% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling