-3.8%
BROS vs BB
-8.9%
+5.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -19.0% | +11.6% | -30.6% | -21.2% |
| 30D | -7.3% | +2.6% | -9.8% | -8.3% |
| 3M | -31.2% | +3.5% | -34.7% | -32.8% |
| 6M | -33.0% | +43.5% | -76.5% | -42.9% |
| YTD | -42.4% | +141.2% | -183.5% | -58.9% |
| 1Y | -37.7% | +97.4% | -135.1% | -53.0% |
| 3Y | +28.2% | +151.1% | -122.9% | -17.1% |
| 5Y | -43.4% | -12.8% | -30.6% | -47.7% |
| All | -3.8% | -8.9% | +5.1% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling