-4.6%
BROS vs BEN
+49.6%
-54.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -20.4% | +7.2% | -27.6% | -23.1% |
| 30D | -6.1% | +14.1% | -20.2% | -12.6% |
| 3M | -29.4% | +9.9% | -39.3% | -32.9% |
| 6M | -31.5% | +17.4% | -48.9% | -37.6% |
| YTD | -42.8% | +57.3% | -100.1% | -56.2% |
| 1Y | -37.5% | +66.9% | -104.4% | -53.7% |
| 3Y | +27.2% | +85.7% | -58.5% | -16.4% |
| 5Y | -47.0% | +31.2% | -78.2% | -63.1% |
| All | -4.6% | +49.6% | -54.2% | -32.4% |
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