-43.4%
BROS vs BEN
+30.9%
-74.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.7% |
| 7D | -19.0% | +12.1% | -31.2% | -24.3% |
| 30D | -7.3% | +13.4% | -20.7% | -14.0% |
| 3M | -31.2% | +9.4% | -40.6% | -34.8% |
| 6M | -33.0% | +19.3% | -52.3% | -40.3% |
| YTD | -42.4% | +57.3% | -99.6% | -57.2% |
| 1Y | -37.7% | +69.1% | -106.9% | -55.9% |
| 3Y | +28.2% | +85.6% | -57.4% | -20.8% |
| 5Y | -43.4% | +32.9% | -76.3% | -55.8% |
| All | -43.4% | +30.9% | -74.3% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling