+11.0%
BX vs BROS
+33.7%
-22.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.5% | -2.1% |
| 7D | -8.9% | -6.1% | -2.9% | -7.7% |
| 30D | -14.8% | -12.4% | -2.4% | -12.5% |
| 3M | +6.9% | -27.9% | +34.9% | +13.2% |
| 6M | +16.3% | -16.8% | +33.1% | +18.7% |
| YTD | -16.1% | -29.0% | +13.0% | -11.6% |
| 1Y | -26.8% | -33.2% | +6.4% | -22.3% |
| 3Y | +22.4% | +56.8% | -34.3% | +3.0% |
| All | +11.0% | +33.7% | -22.7% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling