+106.5%
C vs BROS
+10.8%
+95.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.6% | -4.2% | +1.6% |
| 7D | -0.9% | -17.9% | +17.0% | +1.4% |
| 30D | -5.4% | -5.4% | 0.0% | -5.0% |
| 3M | -9.2% | -32.1% | +22.9% | -5.0% |
| 6M | -1.8% | -31.7% | +29.9% | +2.0% |
| YTD | +6.7% | -41.2% | +47.9% | +12.4% |
| 1Y | +23.5% | -32.6% | +56.1% | +27.7% |
| 3Y | +219.8% | +32.7% | +187.1% | +198.9% |
| 5Y | +112.4% | -44.2% | +156.7% | +100.6% |
| All | +106.5% | +10.8% | +95.7% | +102.8% |
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