-67.8%
U vs BROS
+38.3%
-106.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | +4.4% | -6.6% | +11.0% | +7.1% |
| 30D | -1.3% | -12.3% | +11.0% | +3.6% |
| 3M | +49.6% | -22.2% | +71.8% | +59.3% |
| 6M | +100.2% | -14.3% | +114.5% | +102.2% |
| YTD | -3.7% | -26.6% | +22.9% | +4.4% |
| 1Y | -6.5% | -31.5% | +25.0% | +3.5% |
| 3Y | +12.9% | +62.3% | -49.4% | -22.7% |
| All | -67.8% | +38.3% | -106.1% | -71.8% |
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