+22.6%
BROS vs BTI
+113.9%
-91.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -6.6% | -2.4% | -4.2% | -6.4% |
| 30D | -12.3% | -4.8% | -7.6% | -11.9% |
| 3M | -22.2% | -8.1% | -14.1% | -21.6% |
| 6M | -14.3% | -4.2% | -10.1% | -14.0% |
| YTD | -26.6% | -1.3% | -25.3% | -26.6% |
| 1Y | -31.5% | +2.1% | -33.6% | -31.7% |
| 3Y | +62.3% | +108.9% | -46.7% | +37.6% |
| All | +22.6% | +113.9% | -91.3% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling