+18.4%
BROS vs BTI
+116.0%
-97.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.5% |
| 7D | -6.1% | -2.0% | -4.1% | -5.9% |
| 30D | -12.4% | -3.4% | -8.9% | -12.1% |
| 3M | -27.9% | -9.0% | -18.9% | -27.3% |
| 6M | -16.8% | -5.0% | -11.8% | -16.5% |
| YTD | -29.0% | -0.3% | -28.7% | -29.2% |
| 1Y | -33.2% | +3.1% | -36.3% | -33.5% |
| 3Y | +56.8% | +111.0% | -54.2% | +32.9% |
| All | +18.4% | +116.0% | -97.5% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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