+54.1%
NDAQ vs BROS
+38.3%
+15.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -1.6% | -6.6% | +5.0% | -0.8% |
| 30D | -1.5% | -12.3% | +10.9% | -0.1% |
| 3M | +8.0% | -22.2% | +30.2% | +10.5% |
| 6M | +7.7% | -14.3% | +22.0% | +8.5% |
| YTD | -2.3% | -26.6% | +24.2% | 0.0% |
| 1Y | +0.6% | -31.5% | +32.1% | +3.5% |
| 3Y | +90.9% | +62.3% | +28.7% | +73.6% |
| All | +54.1% | +38.3% | +15.8% | +44.3% |
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 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