+23.1%
INTC vs BROS
+7.7%
+15.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +7.6% |
| 7D | +7.3% | -20.4% | +27.7% | +11.0% |
| 30D | -38.3% | -6.1% | -32.2% | -37.7% |
| 3M | -36.0% | -29.4% | -6.7% | -32.8% |
| 6M | -51.7% | -31.5% | -20.2% | -49.3% |
| YTD | +69.4% | -42.8% | +112.2% | +81.8% |
| 1Y | +65.0% | -37.5% | +102.5% | +74.6% |
| 3Y | +63.0% | +27.2% | +35.8% | +53.4% |
| 5Y | +33.4% | -47.0% | +80.3% | +26.9% |
| All | +23.1% | +7.7% | +15.4% | +19.6% |
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 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