+65.6%
BROS vs BEN
+56.8%
+8.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.9% | +4.7% | -5.6% | -3.0% |
| 30D | -13.5% | +2.6% | -16.1% | -14.4% |
| 3M | -18.4% | +11.5% | -29.9% | -22.5% |
| 6M | -10.6% | +35.3% | -45.9% | -22.8% |
| YTD | -25.1% | +48.6% | -73.7% | -37.9% |
| 1Y | -28.6% | +46.7% | -75.3% | -40.7% |
| 3Y | +65.6% | +57.0% | +8.6% | +25.2% |
| All | +65.6% | +56.8% | +8.7% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling