-61.9%
U vs BROS
+8.6%
-70.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.4% |
| 7D | +24.4% | -19.0% | +43.4% | +31.2% |
| 30D | +7.4% | -7.3% | +14.6% | +7.0% |
| 3M | +16.8% | -31.2% | +48.0% | +30.1% |
| 6M | +78.8% | -33.0% | +111.8% | +94.2% |
| YTD | +14.0% | -42.4% | +56.3% | +31.2% |
| 1Y | +16.7% | -37.7% | +54.5% | +29.2% |
| 3Y | +86.4% | +28.2% | +58.2% | +35.4% |
| 5Y | -71.5% | -43.4% | -28.1% | -73.7% |
| All | -61.9% | +8.6% | -70.5% | -64.6% |
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