-4.6%
BROS vs ROIV
+318.9%
-323.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -20.4% | +9.5% | -29.9% | -21.7% |
| 30D | -6.1% | +21.0% | -27.1% | -9.4% |
| 3M | -29.4% | +18.7% | -48.1% | -32.0% |
| 6M | -31.5% | +44.5% | -76.0% | -36.9% |
| YTD | -42.8% | +92.9% | -135.7% | -50.2% |
| 1Y | -37.5% | +100.2% | -137.7% | -46.0% |
| 3Y | +27.2% | +375.0% | -347.9% | -7.8% |
| 5Y | -47.0% | +435.2% | -482.1% | -66.5% |
| All | -4.6% | +318.9% | -323.5% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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