+65.6%
BROS vs USFR
+14.0%
+51.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -13.5% | +0.3% | -13.8% | -13.6% |
| 3M | -18.4% | +1.0% | -19.4% | -18.7% |
| 6M | -10.6% | +1.9% | -12.5% | -10.8% |
| YTD | -25.1% | +2.7% | -27.7% | -25.3% |
| 1Y | -28.6% | +4.0% | -32.7% | -29.5% |
| 3Y | +65.6% | +14.0% | +51.5% | +51.4% |
| All | +65.6% | +14.0% | +51.5% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling