+78.0%
NDAQ vs BROS
+10.5%
+67.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.9% |
| 7D | +1.3% | +6.3% | -5.0% | +0.5% |
| 30D | +18.0% | -8.3% | +26.3% | +18.7% |
| 3M | +11.5% | -29.8% | +41.3% | +15.5% |
| 6M | +21.1% | -25.8% | +46.9% | +23.8% |
| YTD | +12.8% | -41.4% | +54.2% | +18.0% |
| 1Y | +25.7% | -35.2% | +60.9% | +29.8% |
| 3Y | +116.8% | +32.8% | +84.0% | +101.0% |
| 5Y | +67.3% | -42.2% | +109.4% | +60.9% |
| All | +78.0% | +10.5% | +67.5% | +70.3% |
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