+95.4%
V vs BROS
+3.7%
+91.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.8% |
| 7D | -0.4% | -2.5% | +2.1% | -0.1% |
| 30D | +6.3% | -11.2% | +17.6% | +7.3% |
| 3M | +17.2% | -33.9% | +51.1% | +21.8% |
| 6M | +29.2% | -33.5% | +62.7% | +33.4% |
| YTD | +20.8% | -44.9% | +65.7% | +26.6% |
| 1Y | +25.0% | -41.5% | +66.5% | +30.0% |
| 3Y | +75.3% | +22.4% | +52.8% | +62.4% |
| 5Y | +105.8% | -45.7% | +151.5% | +97.8% |
| All | +95.4% | +3.7% | +91.7% | +86.5% |
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