+18.4%
BROS vs BG
+85.0%
-66.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.5% |
| 7D | -6.1% | +3.7% | -9.8% | -6.5% |
| 30D | -12.4% | +12.3% | -24.7% | -13.8% |
| 3M | -27.9% | -2.2% | -25.7% | -27.7% |
| 6M | -16.8% | +5.3% | -22.1% | -17.9% |
| YTD | -29.0% | +42.4% | -71.4% | -34.5% |
| 1Y | -33.2% | +55.2% | -88.4% | -39.5% |
| 3Y | +56.8% | +21.0% | +35.8% | +46.1% |
| All | +18.4% | +85.0% | -66.6% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling