-4.6%
BROS vs BN
+47.4%
-51.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.2% |
| 7D | -20.4% | -2.4% | -18.0% | -18.5% |
| 30D | -6.1% | +13.5% | -19.6% | -14.0% |
| 3M | -29.4% | -5.9% | -23.4% | -26.0% |
| 6M | -31.5% | -8.9% | -22.6% | -27.0% |
| YTD | -42.8% | -7.9% | -34.9% | -40.1% |
| 1Y | -37.5% | -8.3% | -29.2% | -34.3% |
| 3Y | +27.2% | +100.8% | -73.6% | -28.9% |
| 5Y | -47.0% | +38.2% | -85.2% | -60.7% |
| All | -4.6% | +47.4% | -51.9% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling