+19.7%
BROS vs ITOT
+75.9%
-56.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | -0.3% |
| 7D | -5.8% | -0.9% | -4.8% | -4.3% |
| 30D | -14.0% | -1.5% | -12.5% | -11.8% |
| 3M | -32.5% | +3.6% | -36.1% | -36.5% |
| 6M | -14.9% | +13.7% | -28.6% | -31.2% |
| YTD | -28.3% | +12.9% | -41.2% | -41.2% |
| 1Y | -34.0% | +17.2% | -51.2% | -49.0% |
| 3Y | +63.0% | +75.6% | -12.7% | -34.4% |
| All | +19.7% | +75.9% | -56.3% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling