-20.3%
BROS vs BEN
+56.2%
-76.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.7% | -1.4% |
| 7D | +2.5% | +6.7% | -4.3% | -0.8% |
| 30D | +15.1% | +3.0% | +12.1% | +13.3% |
| 3M | -31.4% | -4.3% | -27.0% | -29.8% |
| 6M | -22.6% | +16.4% | -39.0% | -28.8% |
| YTD | -28.1% | +46.8% | -74.9% | -42.1% |
| 1Y | -20.3% | +57.3% | -77.6% | -39.0% |
| All | -20.3% | +56.2% | -76.5% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling