+27.0%
BROS vs BB
-23.2%
+50.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -6.7% | -5.6% | -1.0% | -5.2% |
| 30D | -29.1% | -11.8% | -17.3% | -26.9% |
| 3M | -16.7% | -25.5% | +8.8% | -11.9% |
| 6M | -11.6% | +121.3% | -132.9% | -35.2% |
| YTD | -23.9% | +103.2% | -127.1% | -42.6% |
| 1Y | -34.8% | +102.6% | -137.4% | -51.6% |
| 3Y | +62.1% | +37.5% | +24.6% | +29.8% |
| All | +27.0% | -23.2% | +50.2% | +21.5% |
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