+79.3%
RF vs BROS
+10.5%
+68.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.5% | -5.3% | +0.4% |
| 7D | +1.9% | +6.3% | -4.4% | +1.1% |
| 30D | +7.3% | -8.3% | +15.7% | +8.0% |
| 3M | -7.9% | -29.8% | +21.9% | -4.4% |
| 6M | +10.5% | -25.8% | +36.3% | +13.3% |
| YTD | +9.6% | -41.4% | +51.0% | +15.1% |
| 1Y | +20.3% | -35.2% | +55.5% | +24.6% |
| 3Y | +119.5% | +32.8% | +86.8% | +103.4% |
| 5Y | +48.2% | -42.2% | +90.4% | +39.9% |
| All | +79.3% | +10.5% | +68.8% | +76.9% |
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