-2.1%
BROS vs USFR
+21.4%
-23.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +6.3% | +0.1% | +6.2% | +6.4% |
| 30D | -8.3% | +0.4% | -8.7% | -7.7% |
| 3M | -29.8% | +1.1% | -30.8% | -28.2% |
| 6M | -25.8% | +2.0% | -27.9% | -22.3% |
| YTD | -41.4% | +3.5% | -44.8% | -36.3% |
| 1Y | -35.2% | +4.1% | -39.3% | -28.5% |
| 3Y | +32.8% | +14.4% | +18.4% | +88.2% |
| 5Y | -42.2% | +21.4% | -63.6% | -2.6% |
| All | -2.1% | +21.4% | -23.5% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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