-34.8%
BROS vs BN
-6.5%
-28.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -6.7% | -2.5% | -4.2% | -5.3% |
| 30D | -29.1% | -9.5% | -19.6% | -24.8% |
| 3M | -16.7% | -10.4% | -6.3% | -11.3% |
| 6M | -11.6% | -6.4% | -5.3% | -9.9% |
| YTD | -23.9% | -11.9% | -12.0% | -20.2% |
| 1Y | -34.8% | -8.6% | -26.2% | -34.1% |
| All | -34.8% | -6.5% | -28.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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