+73.9%
BROS vs BUD
+50.2%
+23.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -6.7% | +0.3% | -6.9% | -6.8% |
| 30D | -29.1% | -5.7% | -23.4% | -27.6% |
| 3M | -16.7% | +3.1% | -19.8% | -17.4% |
| 6M | -11.6% | +7.9% | -19.5% | -13.9% |
| YTD | -23.9% | +27.3% | -51.2% | -30.0% |
| 1Y | -34.8% | +37.8% | -72.6% | -41.5% |
| All | +73.9% | +50.2% | +23.8% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling