+65.6%
BROS vs IT
-51.4%
+116.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -0.1% |
| 7D | -0.9% | -9.1% | +8.2% | +0.7% |
| 30D | -13.5% | -7.0% | -6.4% | -12.4% |
| 3M | -18.4% | +7.6% | -26.1% | -20.6% |
| 6M | -10.6% | +2.1% | -12.7% | -12.3% |
| YTD | -25.1% | -31.6% | +6.5% | -18.6% |
| 1Y | -28.6% | -29.9% | +1.3% | -23.4% |
| 3Y | +65.6% | -51.3% | +116.8% | +119.9% |
| All | +65.6% | -51.4% | +116.9% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling