+18.4%
BROS vs BEN
+37.3%
-18.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -2.6% |
| 7D | -6.1% | +0.3% | -6.4% | -6.2% |
| 30D | -12.4% | +0.9% | -13.3% | -12.8% |
| 3M | -27.9% | +9.2% | -37.1% | -31.5% |
| 6M | -16.8% | +36.8% | -53.6% | -31.0% |
| YTD | -29.0% | +44.4% | -73.4% | -43.1% |
| 1Y | -33.2% | +45.8% | -79.0% | -46.8% |
| 3Y | +56.8% | +52.5% | +4.2% | +16.3% |
| All | +18.4% | +37.3% | -18.9% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling