+22.6%
BROS vs IT
-45.4%
+68.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -6.6% | -9.1% | +2.5% | -3.5% |
| 30D | -12.3% | -12.2% | -0.2% | -8.4% |
| 3M | -22.2% | +7.8% | -30.0% | -26.7% |
| 6M | -14.3% | +2.0% | -16.3% | -18.7% |
| YTD | -26.6% | -32.7% | +6.2% | -15.5% |
| 1Y | -31.5% | -31.1% | -0.4% | -23.0% |
| 3Y | +62.3% | -52.1% | +114.3% | +110.6% |
| All | +22.6% | -45.4% | +68.0% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling