-4.6%
BROS vs IT
-37.9%
+33.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.6% |
| 7D | -20.4% | -6.8% | -13.6% | -18.0% |
| 30D | -6.1% | -0.6% | -5.5% | -6.2% |
| 3M | -29.4% | +3.1% | -32.4% | -30.9% |
| 6M | -31.5% | +25.5% | -57.0% | -39.8% |
| YTD | -42.8% | -23.5% | -19.3% | -37.7% |
| 1Y | -37.5% | -16.6% | -20.8% | -35.0% |
| 3Y | +27.2% | -53.1% | +80.3% | +77.7% |
| 5Y | -47.0% | -41.4% | -5.5% | -39.8% |
| All | -4.6% | -37.9% | +33.3% | +2.8% |
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