+26.0%
V vs BROS
-41.1%
+67.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.9% |
| 7D | -0.4% | -2.5% | +2.1% | -0.2% |
| 30D | +6.3% | -11.2% | +17.6% | +7.4% |
| 3M | +17.2% | -33.9% | +51.1% | +20.9% |
| 6M | +29.2% | -33.5% | +62.7% | +31.6% |
| YTD | +20.8% | -44.9% | +65.7% | +24.5% |
| All | +26.0% | -41.1% | +67.2% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling