-2.1%
BROS vs IT
-38.1%
+36.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.2% |
| 7D | +6.3% | +1.1% | +5.2% | +5.9% |
| 30D | -8.3% | -1.8% | -6.5% | -8.0% |
| 3M | -29.8% | +4.8% | -34.6% | -31.7% |
| 6M | -25.8% | +33.0% | -58.8% | -36.5% |
| YTD | -41.4% | -23.8% | -17.5% | -36.0% |
| 1Y | -35.2% | -16.5% | -18.6% | -32.6% |
| 3Y | +32.8% | -53.6% | +86.4% | +86.9% |
| 5Y | -42.2% | -42.1% | 0.0% | -33.6% |
| All | -2.1% | -38.1% | +36.0% | +5.6% |
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