+27.0%
BROS vs IT
-40.0%
+67.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.4% | +2.4% |
| 7D | -6.7% | -6.0% | -0.6% | -4.6% |
| 30D | -29.1% | 0.0% | -29.1% | -29.3% |
| 3M | -16.7% | +13.1% | -29.8% | -22.5% |
| 6M | -11.6% | +11.7% | -23.3% | -18.8% |
| YTD | -23.9% | -26.1% | +2.2% | -15.4% |
| 1Y | -34.8% | -21.3% | -13.5% | -30.9% |
| 3Y | +62.1% | -46.7% | +108.8% | +101.3% |
| All | +27.0% | -40.0% | +67.0% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling