+22.6%
BROS vs ITOT
+75.6%
-53.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.1% |
| 7D | -6.6% | -0.4% | -6.2% | -6.1% |
| 30D | -12.3% | -1.6% | -10.8% | -10.0% |
| 3M | -22.2% | +3.5% | -25.7% | -26.8% |
| 6M | -14.3% | +13.1% | -27.4% | -30.1% |
| YTD | -26.6% | +12.7% | -39.3% | -39.6% |
| 1Y | -31.5% | +18.3% | -49.8% | -47.9% |
| 3Y | +62.3% | +76.4% | -14.1% | -35.2% |
| All | +22.6% | +75.6% | -53.0% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling