+179.9%
INTC vs BROS
+62.9%
+117.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.1% |
| 7D | +18.0% | -6.6% | +24.6% | +19.4% |
| 30D | +8.9% | -12.3% | +21.3% | +11.5% |
| 3M | -1.6% | -22.2% | +20.6% | +2.2% |
| 6M | +133.1% | -14.3% | +147.4% | +136.8% |
| YTD | +187.9% | -26.6% | +214.5% | +199.7% |
| 1Y | +334.7% | -31.5% | +366.2% | +355.9% |
| All | +179.9% | +62.9% | +117.0% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling