+108.1%
TER vs BROS
+10.5%
+97.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.5% | -11.9% | -6.8% |
| 7D | +14.4% | +6.3% | +8.0% | +12.8% |
| 30D | -30.6% | -8.3% | -22.2% | -29.3% |
| 3M | -39.2% | -29.8% | -9.4% | -34.8% |
| 6M | -31.3% | -25.8% | -5.4% | -28.2% |
| YTD | +29.1% | -41.4% | +70.4% | +41.6% |
| 1Y | +47.4% | -35.2% | +82.6% | +58.1% |
| 3Y | +191.2% | +32.8% | +158.5% | +159.1% |
| 5Y | +74.0% | -42.2% | +116.1% | +64.2% |
| All | +108.1% | +10.5% | +97.6% | +94.6% |
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