-37.5%
BROS vs BEN
+68.9%
-106.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -20.4% | +7.2% | -27.6% | -23.3% |
| 30D | -6.1% | +14.1% | -20.2% | -12.5% |
| 3M | -29.4% | +9.9% | -39.3% | -32.8% |
| 6M | -31.5% | +17.4% | -48.9% | -37.4% |
| YTD | -42.8% | +57.3% | -100.1% | -57.3% |
| 1Y | -37.5% | +66.9% | -104.4% | -56.5% |
| All | -37.5% | +68.9% | -106.4% | -56.5% |
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