-46.1%
BROS vs ROIV
+385.9%
-432.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | -2.9% |
| 7D | -2.5% | +9.2% | -11.7% | -4.1% |
| 30D | -11.2% | +19.9% | -31.2% | -14.0% |
| 3M | -33.9% | +10.6% | -44.5% | -35.4% |
| 6M | -33.5% | +36.1% | -69.6% | -37.7% |
| YTD | -44.9% | +84.3% | -129.2% | -51.4% |
| 1Y | -41.5% | +87.6% | -129.1% | -48.5% |
| 3Y | +22.4% | +353.9% | -331.5% | -8.8% |
| All | -46.1% | +385.9% | -432.0% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling