+3.7%
U vs BROS
-35.3%
+39.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -3.8% | -6.7% | +2.9% | -2.5% |
| 30D | +17.5% | -29.1% | +46.5% | +24.8% |
| 3M | +38.7% | -16.7% | +55.4% | +36.7% |
| 6M | +104.4% | -11.6% | +116.0% | +94.3% |
| YTD | -5.7% | -23.9% | +18.2% | -6.4% |
| 1Y | +3.7% | -34.8% | +38.5% | -19.5% |
| All | +3.7% | -35.3% | +39.0% | -19.5% |
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