+13.5%
U vs BROS
+64.7%
-51.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.1% |
| 7D | +4.5% | -0.9% | +5.4% | +4.6% |
| 30D | -0.6% | -13.5% | +12.9% | +3.6% |
| 3M | +48.4% | -18.4% | +66.9% | +52.7% |
| 6M | +115.4% | -10.6% | +125.9% | +112.5% |
| YTD | -3.2% | -25.1% | +21.8% | +2.0% |
| 1Y | -6.0% | -28.6% | +22.6% | -0.1% |
| 3Y | +13.5% | +65.6% | -52.1% | -12.4% |
| All | +13.5% | +64.7% | -51.2% | -12.4% |
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