+19.7%
BROS vs USFR
+20.6%
-0.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.2% |
| 7D | -5.8% | +0.1% | -5.9% | -5.5% |
| 30D | -14.0% | +0.4% | -14.3% | -13.3% |
| 3M | -32.5% | +1.0% | -33.5% | -30.9% |
| 6M | -14.9% | +2.0% | -16.9% | -10.7% |
| YTD | -28.3% | +2.8% | -31.0% | -23.2% |
| 1Y | -34.0% | +4.1% | -38.1% | -27.2% |
| 3Y | +63.0% | +14.1% | +48.8% | +132.2% |
| All | +19.7% | +20.6% | -0.9% | +100.2% |
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