-3.8%
BROS vs RVTY
-12.1%
+8.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -19.0% | -2.7% | -16.3% | -17.7% |
| 30D | -7.3% | +3.2% | -10.5% | -8.3% |
| 3M | -31.2% | +37.2% | -68.4% | -40.2% |
| 6M | -33.0% | +57.7% | -90.7% | -45.7% |
| YTD | -42.4% | +64.8% | -107.2% | -54.6% |
| 1Y | -37.7% | +72.8% | -110.6% | -52.0% |
| 3Y | +28.2% | +89.8% | -61.6% | -13.1% |
| 5Y | -43.4% | -8.4% | -34.9% | -42.3% |
| All | -3.8% | -12.1% | +8.3% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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