+27.0%
BROS vs VSXY
+26.7%
+0.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.1% |
| 7D | -6.7% | -14.0% | +7.3% | -3.3% |
| 30D | -29.1% | -15.9% | -13.2% | -26.4% |
| 3M | -16.7% | +3.4% | -20.1% | -18.2% |
| 6M | -11.6% | +25.9% | -37.5% | -20.4% |
| YTD | -23.9% | +39.5% | -63.4% | -33.6% |
| 1Y | -34.8% | +194.4% | -229.1% | -54.5% |
| 3Y | +62.1% | +281.4% | -219.3% | -7.6% |
| All | +27.0% | +26.7% | +0.3% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 all: compounded portfolio wealth divided by compounded VSXY 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…
all analysis · Full analysis span regression · 6 months rolling