+77.9%
RF vs BROS
+7.7%
+70.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.3% | -20.4% | +19.1% | +1.1% |
| 30D | +4.6% | -6.1% | +10.7% | +5.0% |
| 3M | -8.4% | -29.4% | +20.9% | -5.0% |
| 6M | +8.9% | -31.5% | +40.4% | +12.7% |
| YTD | +8.8% | -42.8% | +51.6% | +14.6% |
| 1Y | +18.9% | -37.5% | +56.4% | +23.8% |
| 3Y | +116.0% | +27.2% | +88.8% | +101.2% |
| 5Y | +46.0% | -47.0% | +93.0% | +38.1% |
| All | +77.9% | +7.7% | +70.2% | +76.1% |
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