+55.7%
IR vs BROS
+10.5%
+45.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -1.2% |
| 7D | +2.5% | +6.3% | -3.8% | +1.7% |
| 30D | +9.2% | -8.3% | +17.5% | +10.0% |
| 3M | +0.9% | -29.8% | +30.7% | +5.2% |
| 6M | +19.2% | -25.8% | +45.1% | +22.6% |
| YTD | +7.5% | -41.4% | +48.8% | +13.5% |
| 1Y | +11.7% | -35.2% | +46.9% | +16.4% |
| 3Y | +23.9% | +32.8% | -8.9% | +16.1% |
| 5Y | +46.4% | -42.2% | +88.5% | +40.8% |
| All | +55.7% | +10.5% | +45.2% | +49.9% |
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