+18.4%
BROS vs BR
+8.5%
+9.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -6.1% | -6.0% | -0.1% | -3.0% |
| 30D | -12.4% | -0.9% | -11.5% | -12.1% |
| 3M | -27.9% | +16.4% | -44.3% | -34.7% |
| 6M | -16.8% | -8.2% | -8.6% | -13.4% |
| YTD | -29.0% | -23.2% | -5.8% | -17.6% |
| 1Y | -33.2% | -30.9% | -2.3% | -16.6% |
| 3Y | +56.8% | -5.0% | +61.8% | +51.1% |
| All | +18.4% | +8.5% | +9.9% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling