+32.7%
BROS vs BN
+102.8%
-70.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.8% | +2.8% | +4.1% |
| 7D | -17.9% | +3.6% | -21.6% | -19.4% |
| 30D | -5.4% | +15.9% | -21.2% | -13.6% |
| 3M | -32.1% | -2.3% | -29.7% | -30.9% |
| 6M | -31.7% | -8.4% | -23.3% | -27.8% |
| YTD | -41.2% | -5.9% | -35.3% | -39.5% |
| 1Y | -32.6% | -5.6% | -27.0% | -30.8% |
| 3Y | +32.7% | +104.2% | -71.5% | -18.5% |
| All | +32.7% | +102.8% | -70.1% | -18.5% |
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