+22.6%
BROS vs RVTY
-31.6%
+54.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.9% |
| 7D | -6.6% | -5.4% | -1.2% | -4.3% |
| 30D | -12.3% | +6.7% | -19.1% | -14.8% |
| 3M | -22.2% | +19.0% | -41.2% | -28.3% |
| 6M | -14.3% | +34.6% | -48.9% | -25.7% |
| YTD | -26.6% | +28.3% | -54.8% | -35.4% |
| 1Y | -31.5% | +46.0% | -77.5% | -43.2% |
| 3Y | +62.3% | +16.9% | +45.4% | +38.8% |
| All | +22.6% | -31.6% | +54.2% | +48.7% |
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