+78.3%
NDAQ vs BROS
+3.7%
+74.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.5% |
| 7D | +1.7% | -2.5% | +4.2% | +2.0% |
| 30D | +16.2% | -11.2% | +27.5% | +17.4% |
| 3M | +14.0% | -33.9% | +47.9% | +18.9% |
| 6M | +22.3% | -33.5% | +55.7% | +26.6% |
| YTD | +13.0% | -44.9% | +57.9% | +19.1% |
| 1Y | +24.0% | -41.5% | +65.5% | +29.6% |
| 3Y | +117.1% | +22.4% | +94.6% | +103.2% |
| 5Y | +67.5% | -45.7% | +113.2% | +62.3% |
| All | +78.3% | +3.7% | +74.6% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling