+50.8%
F vs BROS
+43.3%
+7.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.4% |
| 7D | +5.3% | -6.7% | +12.0% | +6.3% |
| 30D | +4.6% | -29.1% | +33.7% | +9.3% |
| 3M | -3.7% | -16.7% | +13.0% | -1.9% |
| 6M | +16.8% | -11.6% | +28.4% | +17.5% |
| YTD | +15.3% | -23.9% | +39.2% | +18.1% |
| 1Y | +31.0% | -34.8% | +65.8% | +36.6% |
| 3Y | +45.4% | +62.1% | -16.6% | +25.3% |
| All | +50.8% | +43.3% | +7.5% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling