+22.6%
BROS vs INDA
+5.0%
+17.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.1% |
| 7D | -6.6% | -2.6% | -4.0% | -3.9% |
| 30D | -12.3% | -2.9% | -9.4% | -9.5% |
| 3M | -22.2% | +2.4% | -24.6% | -24.2% |
| 6M | -14.3% | -2.6% | -11.7% | -11.7% |
| YTD | -26.6% | -10.0% | -16.6% | -17.7% |
| 1Y | -31.5% | -7.7% | -23.8% | -25.6% |
| 3Y | +62.3% | +8.9% | +53.4% | +39.6% |
| All | +22.6% | +5.0% | +17.6% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling