+14.0%
JPM vs BROS
-37.3%
+51.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.3% |
| 7D | +3.5% | +6.3% | -2.8% | +2.8% |
| 30D | +3.3% | -8.3% | +11.6% | +4.1% |
| 3M | -4.2% | -29.8% | +25.6% | -1.2% |
| 6M | +16.4% | -25.8% | +42.2% | +15.6% |
| YTD | +9.5% | -41.4% | +50.9% | +10.8% |
| 1Y | +14.0% | -35.2% | +49.2% | +13.3% |
| All | +14.0% | -37.3% | +51.3% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling