+19.7%
BROS vs IT
-42.2%
+61.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | -0.9% |
| 7D | -5.8% | -3.7% | -2.1% | -4.6% |
| 30D | -14.0% | +0.1% | -14.0% | -14.3% |
| 3M | -32.5% | +20.7% | -53.2% | -39.1% |
| 6M | -14.9% | +12.0% | -26.9% | -22.3% |
| YTD | -28.3% | -28.8% | +0.5% | -19.3% |
| 1Y | -34.0% | -25.5% | -8.5% | -28.1% |
| 3Y | +63.0% | -48.8% | +111.7% | +105.1% |
| All | +19.7% | -42.2% | +61.9% | +33.3% |
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