-2.1%
BROS vs BN
+43.5%
-45.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +7.7% |
| 7D | +6.3% | -1.0% | +7.3% | +7.1% |
| 30D | -8.3% | +14.0% | -22.3% | -16.3% |
| 3M | -29.8% | -9.0% | -20.8% | -24.7% |
| 6M | -25.8% | -8.8% | -17.0% | -21.1% |
| YTD | -41.4% | -10.3% | -31.1% | -37.4% |
| 1Y | -35.2% | -5.8% | -29.4% | -33.2% |
| 3Y | +32.8% | +94.8% | -62.0% | -24.1% |
| 5Y | -42.2% | +31.5% | -73.6% | -56.9% |
| All | -2.1% | +43.5% | -45.7% | -26.4% |
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