-8.1%
BROS vs IT
-38.6%
+30.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.3% |
| 7D | -2.5% | -3.7% | +1.2% | -1.1% |
| 30D | -11.2% | -3.1% | -8.1% | -10.5% |
| 3M | -33.9% | +6.3% | -40.3% | -36.1% |
| 6M | -33.5% | +24.8% | -58.2% | -41.4% |
| YTD | -44.9% | -24.4% | -20.6% | -39.8% |
| 1Y | -41.5% | -17.1% | -24.4% | -39.1% |
| 3Y | +22.4% | -53.6% | +76.1% | +71.8% |
| 5Y | -45.7% | -42.5% | -3.2% | -37.5% |
| All | -8.1% | -38.6% | +30.5% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling