-20.3%
BROS vs BTG
+24.4%
-44.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | -0.3% |
| 7D | +2.5% | -0.2% | +2.7% | +2.4% |
| 30D | +15.1% | -0.8% | +15.8% | +14.9% |
| 3M | -31.4% | +31.8% | -63.2% | -34.2% |
| 6M | -22.6% | +20.4% | -43.0% | -26.1% |
| YTD | -28.1% | +14.7% | -42.9% | -31.1% |
| 1Y | -20.3% | +29.4% | -49.6% | -27.4% |
| All | -20.3% | +24.4% | -44.6% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling