+104.6%
TER vs BROS
+8.6%
+96.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.2% |
| 7D | -8.9% | -19.0% | +10.1% | -4.5% |
| 30D | -39.1% | -7.3% | -31.8% | -38.0% |
| 3M | -32.8% | -31.2% | -1.6% | -27.4% |
| 6M | -31.7% | -33.0% | +1.3% | -27.0% |
| YTD | +26.9% | -42.4% | +69.3% | +39.9% |
| 1Y | +33.6% | -37.7% | +71.3% | +44.7% |
| 3Y | +181.5% | +28.2% | +153.3% | +152.7% |
| 5Y | +76.1% | -43.4% | +119.5% | +67.0% |
| All | +104.6% | +8.6% | +96.0% | +92.4% |
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