+19.3%
RF vs BROS
-35.4%
+54.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | +0.3% | -19.0% | +19.4% | +3.0% |
| 30D | +6.2% | -7.3% | +13.4% | +6.7% |
| 3M | -7.8% | -31.2% | +23.3% | -3.4% |
| 6M | +5.9% | -33.0% | +39.0% | +9.4% |
| YTD | +9.0% | -42.4% | +51.4% | +15.4% |
| 1Y | +19.3% | -37.7% | +57.0% | +22.2% |
| All | +19.3% | -35.4% | +54.6% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling