+55.4%
NDAQ vs BROS
+41.2%
+14.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | -2.6% | -0.9% | -1.6% | -2.5% |
| 30D | +0.5% | -13.5% | +13.9% | +2.0% |
| 3M | +9.9% | -18.4% | +28.3% | +11.8% |
| 6M | +8.2% | -10.6% | +18.8% | +8.4% |
| YTD | -1.5% | -25.1% | +23.6% | +0.6% |
| 1Y | +1.3% | -28.6% | +30.0% | +3.8% |
| 3Y | +92.6% | +65.6% | +27.0% | +74.7% |
| All | +55.4% | +41.2% | +14.3% | +45.2% |
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