+18.4%
BROS vs BTG
+70.9%
-52.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.9% |
| 7D | -6.1% | -5.5% | -0.6% | -5.2% |
| 30D | -12.4% | +6.1% | -18.5% | -13.2% |
| 3M | -27.9% | +38.6% | -66.6% | -32.1% |
| 6M | -16.8% | +0.7% | -17.5% | -17.9% |
| YTD | -29.0% | +20.3% | -49.4% | -32.6% |
| 1Y | -33.2% | +25.0% | -58.2% | -37.7% |
| 3Y | +56.8% | +97.3% | -40.5% | +27.2% |
| All | +18.4% | +70.9% | -52.4% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling