-50.2%
BROS vs BUD
+48.8%
-99.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -1.6% |
| 7D | -21.2% | +4.5% | -25.7% | -23.2% |
| 30D | -11.6% | +12.5% | -24.1% | -17.1% |
| 3M | -36.7% | 0.0% | -36.7% | -37.0% |
| 6M | -42.8% | +3.8% | -46.6% | -44.2% |
| YTD | -44.8% | +33.1% | -77.9% | -53.2% |
| 1Y | -36.5% | +35.5% | -72.1% | -46.7% |
| 3Y | +27.0% | +49.4% | -22.4% | -3.2% |
| All | -50.2% | +48.8% | -99.0% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling