+65.6%
BROS vs BN
+79.0%
-13.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | +0.1% |
| 7D | -0.9% | -1.2% | +0.3% | -0.3% |
| 30D | -13.5% | -10.9% | -2.5% | -7.1% |
| 3M | -18.4% | -11.1% | -7.4% | -12.5% |
| 6M | -10.6% | -4.4% | -6.2% | -8.9% |
| YTD | -25.1% | -14.1% | -10.9% | -18.6% |
| 1Y | -28.6% | -11.1% | -17.6% | -24.4% |
| 3Y | +65.6% | +75.6% | -10.0% | +19.8% |
| All | +65.6% | +79.0% | -13.4% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling