-3.8%
BROS vs BUD
+61.3%
-65.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.5% |
| 7D | -19.0% | +6.0% | -25.1% | -21.4% |
| 30D | -7.3% | +11.3% | -18.5% | -12.3% |
| 3M | -31.2% | +3.6% | -34.8% | -32.7% |
| 6M | -33.0% | +7.7% | -40.8% | -35.8% |
| YTD | -42.4% | +36.4% | -78.7% | -51.1% |
| 1Y | -37.7% | +37.8% | -75.6% | -47.5% |
| 3Y | +28.2% | +51.2% | -23.1% | -0.2% |
| 5Y | -43.4% | +53.4% | -96.8% | -58.4% |
| All | -3.8% | +61.3% | -65.1% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling