+63.0%
BROS vs BG
+18.0%
+45.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | -5.8% | +3.1% | -8.9% | -6.0% |
| 30D | -14.0% | +10.2% | -24.2% | -14.7% |
| 3M | -32.5% | -1.7% | -30.8% | -32.0% |
| 6M | -14.9% | +1.0% | -15.9% | -15.0% |
| YTD | -28.3% | +39.9% | -68.2% | -33.8% |
| 1Y | -34.0% | +53.2% | -87.2% | -40.4% |
| 3Y | +63.0% | +16.3% | +46.7% | +47.6% |
| All | +63.0% | +18.0% | +45.0% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling