+19.7%
BROS vs BTG
+71.5%
-51.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -5.8% | -3.8% | -2.0% | -5.2% |
| 30D | -14.0% | +3.6% | -17.6% | -14.5% |
| 3M | -32.5% | +32.0% | -64.5% | -35.9% |
| 6M | -14.9% | +3.4% | -18.3% | -16.5% |
| YTD | -28.3% | +20.8% | -49.1% | -31.9% |
| 1Y | -34.0% | +22.4% | -56.4% | -38.2% |
| 3Y | +63.0% | +91.7% | -28.8% | +33.4% |
| All | +19.7% | +71.5% | -51.8% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling