+25.1%
BROS vs BG
+84.0%
-58.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.1% |
| 7D | -0.9% | +2.4% | -3.3% | -1.2% |
| 30D | -13.5% | +15.0% | -28.5% | -15.2% |
| 3M | -18.4% | -0.7% | -17.8% | -18.4% |
| 6M | -10.6% | +7.5% | -18.1% | -12.2% |
| YTD | -25.1% | +41.6% | -66.7% | -30.7% |
| 1Y | -28.6% | +50.7% | -79.3% | -35.0% |
| 3Y | +65.6% | +20.3% | +45.3% | +54.4% |
| All | +25.1% | +84.0% | -58.9% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling