+22.6%
BROS vs BN
+34.7%
-12.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -0.6% |
| 7D | -6.6% | -3.0% | -3.6% | -4.6% |
| 30D | -12.3% | -13.0% | +0.7% | -3.1% |
| 3M | -22.2% | -15.2% | -7.0% | -12.6% |
| 6M | -14.3% | -5.9% | -8.4% | -11.4% |
| YTD | -26.6% | -15.8% | -10.8% | -18.1% |
| 1Y | -31.5% | -12.2% | -19.3% | -26.2% |
| 3Y | +62.3% | +72.2% | -10.0% | +0.8% |
| All | +22.6% | +34.7% | -12.1% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling