+19.7%
BROS vs BG
+81.8%
-62.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -5.8% | +3.1% | -8.9% | -6.2% |
| 30D | -14.0% | +10.2% | -24.2% | -15.2% |
| 3M | -32.5% | -1.7% | -30.8% | -32.3% |
| 6M | -14.9% | +1.0% | -15.9% | -15.4% |
| YTD | -28.3% | +39.9% | -68.2% | -33.6% |
| 1Y | -34.0% | +53.2% | -87.2% | -40.1% |
| 3Y | +63.0% | +16.3% | +46.7% | +52.9% |
| All | +19.7% | +81.8% | -62.1% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling