+102.8%
INTC vs BROS
+35.1%
+67.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.6% | +2.5% |
| 7D | +7.5% | -5.8% | +13.2% | +8.4% |
| 30D | +2.0% | -14.0% | +15.9% | +4.2% |
| 3M | -12.0% | -32.5% | +20.5% | -7.2% |
| 6M | +114.5% | -14.9% | +129.5% | +117.8% |
| YTD | +179.0% | -28.3% | +207.3% | +189.7% |
| 1Y | +318.3% | -34.0% | +352.3% | +337.9% |
| 3Y | +171.2% | +63.0% | +108.3% | +146.1% |
| All | +102.8% | +35.1% | +67.7% | +90.6% |
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