-34.8%
BROS vs BG
+50.1%
-84.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.6% |
| 7D | -6.7% | +2.8% | -9.5% | -6.2% |
| 30D | -29.1% | +12.0% | -41.1% | -27.8% |
| 3M | -16.7% | -7.7% | -9.0% | -15.5% |
| 6M | -11.6% | +4.5% | -16.1% | -11.4% |
| YTD | -23.9% | +35.7% | -59.6% | -27.9% |
| 1Y | -34.8% | +50.1% | -84.9% | -38.7% |
| All | -34.8% | +50.1% | -84.9% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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