+70.5%
V vs BROS
+38.3%
+32.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | -2.9% | -6.6% | +3.7% | -2.2% |
| 30D | +1.9% | -12.3% | +14.2% | +3.2% |
| 3M | +13.2% | -22.2% | +35.4% | +15.5% |
| 6M | +16.7% | -14.3% | +31.0% | +17.5% |
| YTD | +5.4% | -26.6% | +31.9% | +7.6% |
| 1Y | +7.7% | -31.5% | +39.2% | +10.4% |
| 3Y | +52.0% | +62.3% | -10.3% | +37.1% |
| All | +70.5% | +38.3% | +32.2% | +58.5% |
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 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