+25.1%
BROS vs BTG
+73.1%
-48.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -1.0% |
| 7D | -0.9% | +4.8% | -5.7% | -1.7% |
| 30D | -13.5% | +8.3% | -21.8% | -14.6% |
| 3M | -18.4% | +32.3% | -50.7% | -22.6% |
| 6M | -10.6% | +3.0% | -13.5% | -12.2% |
| YTD | -25.1% | +21.9% | -47.0% | -29.0% |
| 1Y | -28.6% | +28.2% | -56.8% | -33.8% |
| 3Y | +65.6% | +99.9% | -34.3% | +34.1% |
| All | +25.1% | +73.1% | -48.0% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling