+80.5%
NDAQ vs BROS
+8.6%
+72.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.6% |
| 7D | +2.9% | -19.0% | +21.9% | +5.0% |
| 30D | +17.5% | -7.3% | +24.7% | +18.1% |
| 3M | +15.4% | -31.2% | +46.6% | +19.9% |
| 6M | +24.6% | -33.0% | +57.7% | +29.0% |
| YTD | +14.4% | -42.4% | +56.8% | +20.0% |
| 1Y | +26.9% | -37.7% | +64.7% | +31.7% |
| 3Y | +119.8% | +28.2% | +91.6% | +104.7% |
| 5Y | +70.5% | -43.4% | +113.8% | +64.3% |
| All | +80.5% | +8.6% | +72.0% | +73.1% |
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