+25.4%
BTDR vs BROS
+38.3%
-12.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.2% |
| 7D | +14.8% | -6.6% | +21.4% | +16.5% |
| 30D | +41.8% | -12.3% | +54.1% | +46.0% |
| 3M | -29.2% | -22.2% | -7.0% | -25.4% |
| 6M | +66.2% | -14.3% | +80.5% | +71.2% |
| YTD | +10.0% | -26.6% | +36.6% | +17.3% |
| 1Y | -11.0% | -31.5% | +20.5% | -4.3% |
| 3Y | +6.9% | +62.3% | -55.3% | +5.8% |
| All | +25.4% | +38.3% | -12.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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