+27.0%
BROS vs BTI
+117.9%
-90.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -6.7% | -1.4% | -5.3% | -6.6% |
| 30D | -29.1% | -6.6% | -22.5% | -28.6% |
| 3M | -16.7% | -3.0% | -13.7% | -16.4% |
| 6M | -11.6% | -6.7% | -4.9% | -11.3% |
| YTD | -23.9% | +0.6% | -24.5% | -24.1% |
| 1Y | -34.8% | +5.6% | -40.4% | -35.2% |
| 3Y | +62.1% | +110.3% | -48.2% | +37.8% |
| All | +27.0% | +117.9% | -90.9% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling