+103.8%
U vs BROS
+32.8%
+71.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.6% | -6.7% | -1.7% |
| 7D | +32.3% | -17.9% | +50.2% | +36.8% |
| 30D | +9.7% | -5.4% | +15.1% | +8.5% |
| 3M | +19.6% | -32.1% | +51.7% | +30.0% |
| 6M | +82.6% | -31.7% | +114.3% | +91.5% |
| YTD | +16.4% | -41.2% | +57.6% | +27.9% |
| 1Y | +28.5% | -32.6% | +61.1% | +34.2% |
| 3Y | +103.8% | +32.7% | +71.1% | +70.4% |
| All | +103.8% | +32.8% | +71.0% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling