+61.2%
BROS vs ITOT
+74.3%
-13.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -2.4% |
| 7D | -6.1% | -2.0% | -4.0% | -3.1% |
| 30D | -12.4% | -2.0% | -10.4% | -9.7% |
| 3M | -27.9% | +4.5% | -32.5% | -32.8% |
| 6M | -16.8% | +12.6% | -29.4% | -30.9% |
| YTD | -29.0% | +12.0% | -41.0% | -40.3% |
| 1Y | -33.2% | +17.3% | -50.5% | -47.5% |
| All | +61.2% | +74.3% | -13.1% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling