+25.1%
BROS vs BBWI
-66.0%
+91.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.5% |
| 7D | -0.9% | +1.6% | -2.5% | -1.5% |
| 30D | -13.5% | -6.2% | -7.2% | -12.1% |
| 3M | -18.4% | +4.3% | -22.8% | -20.2% |
| 6M | -10.6% | -7.2% | -3.4% | -10.3% |
| YTD | -25.1% | -3.0% | -22.0% | -26.3% |
| 1Y | -28.6% | -30.8% | +2.1% | -22.5% |
| 3Y | +65.6% | -43.4% | +109.0% | +79.8% |
| All | +25.1% | -66.0% | +91.1% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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