+79.7%
RF vs BROS
+10.8%
+68.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.6% | -4.4% | +1.4% |
| 7D | -0.1% | -17.9% | +17.8% | +2.0% |
| 30D | +7.0% | -5.4% | +12.4% | +7.3% |
| 3M | -7.0% | -32.1% | +25.0% | -3.1% |
| 6M | +6.8% | -31.7% | +38.5% | +10.6% |
| YTD | +9.9% | -41.2% | +51.1% | +15.3% |
| 1Y | +21.1% | -32.6% | +53.7% | +24.9% |
| 3Y | +119.6% | +32.7% | +86.9% | +103.6% |
| 5Y | +46.2% | -44.2% | +90.4% | +37.9% |
| All | +79.7% | +10.8% | +68.9% | +77.3% |
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