+22.6%
BROS vs USFR
+20.5%
+2.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -6.6% | +0.1% | -6.6% | -6.5% |
| 30D | -12.3% | +0.3% | -12.6% | -11.8% |
| 3M | -22.2% | +1.0% | -23.2% | -20.4% |
| 6M | -14.3% | +1.9% | -16.2% | -10.1% |
| YTD | -26.6% | +2.7% | -29.2% | -21.5% |
| 1Y | -31.5% | +4.0% | -35.5% | -24.6% |
| 3Y | +62.3% | +14.0% | +48.2% | +130.7% |
| All | +22.6% | +20.5% | +2.1% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling