-4.6%
BROS vs RVTY
-12.6%
+8.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -20.4% | -0.7% | -19.7% | -19.7% |
| 30D | -6.1% | +1.7% | -7.8% | -6.6% |
| 3M | -29.4% | +36.8% | -66.2% | -38.6% |
| 6M | -31.5% | +60.1% | -91.6% | -44.9% |
| YTD | -42.8% | +64.0% | -106.8% | -54.9% |
| 1Y | -37.5% | +68.2% | -105.7% | -51.2% |
| 3Y | +27.2% | +88.8% | -61.6% | -13.6% |
| 5Y | -47.0% | -10.5% | -36.4% | -45.5% |
| All | -4.6% | -12.6% | +8.0% | +3.8% |
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