-58.6%
W vs BROS
+7.7%
-66.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -7.4% | -20.4% | +13.0% | +1.6% |
| 30D | +7.8% | -6.1% | +13.9% | +9.9% |
| 3M | +10.9% | -29.4% | +40.3% | +27.7% |
| 6M | +86.4% | -31.5% | +118.0% | +114.2% |
| YTD | +14.0% | -42.8% | +56.8% | +40.3% |
| 1Y | +3.5% | -37.5% | +41.0% | +22.0% |
| 3Y | +164.8% | +27.2% | +137.6% | +100.7% |
| 5Y | -53.1% | -47.0% | -6.2% | -56.1% |
| All | -58.6% | +7.7% | -66.3% | -60.6% |
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