+22.6%
BROS vs BUD
+46.2%
-23.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.9% |
| 7D | -6.6% | -1.3% | -5.3% | -6.0% |
| 30D | -12.3% | -6.1% | -6.2% | -9.6% |
| 3M | -22.2% | -3.8% | -18.4% | -20.8% |
| 6M | -14.3% | +8.2% | -22.5% | -17.6% |
| YTD | -26.6% | +23.6% | -50.1% | -34.3% |
| 1Y | -31.5% | +33.4% | -64.9% | -41.1% |
| 3Y | +62.3% | +45.3% | +16.9% | +28.0% |
| All | +22.6% | +46.2% | -23.6% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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