+7.4%
BX vs BROS
+10.5%
-3.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | 0.0% |
| 7D | +0.6% | +6.3% | -5.7% | -0.7% |
| 30D | +14.2% | -8.3% | +22.6% | +15.7% |
| 3M | -18.7% | -29.8% | +11.0% | -13.2% |
| 6M | +2.5% | -25.8% | +28.3% | +6.9% |
| YTD | -18.8% | -41.4% | +22.6% | -11.6% |
| 1Y | -10.3% | -35.2% | +24.9% | -4.5% |
| 3Y | +35.4% | +32.8% | +2.6% | +17.2% |
| 5Y | +0.3% | -42.2% | +42.4% | -6.8% |
| All | +7.4% | +10.5% | -3.1% | -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