-42.6%
BROS vs INDA
+8.7%
-51.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.7% |
| 7D | +6.3% | +1.1% | +5.2% | +5.1% |
| 30D | -8.3% | +9.4% | -17.7% | -16.8% |
| 3M | -29.8% | +2.9% | -32.7% | -32.0% |
| 6M | -25.8% | +7.2% | -33.1% | -31.4% |
| YTD | -41.4% | -4.8% | -36.5% | -38.1% |
| 1Y | -35.2% | -5.1% | -30.1% | -31.6% |
| 3Y | +32.8% | +16.7% | +16.1% | +4.9% |
| All | -42.6% | +8.7% | -51.3% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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