+44.1%
IR vs BROS
-50.1%
+94.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.7% |
| 7D | +3.7% | -21.2% | +24.9% | +7.1% |
| 30D | +7.4% | -11.6% | +19.0% | +9.0% |
| 3M | -5.9% | -36.7% | +30.7% | +0.3% |
| 6M | +5.6% | -42.8% | +48.4% | +13.4% |
| YTD | +4.8% | -44.8% | +49.7% | +12.7% |
| 1Y | +6.9% | -36.5% | +43.5% | +12.5% |
| 3Y | +27.6% | +27.0% | +0.6% | +17.6% |
| All | +44.1% | -50.1% | +94.3% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling