+172.8%
W vs BROS
+32.8%
+140.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.6% | -2.0% | +2.0% |
| 7D | +3.3% | -17.9% | +21.2% | +10.8% |
| 30D | +10.5% | -5.4% | +15.9% | +12.2% |
| 3M | +9.6% | -32.1% | +41.7% | +25.9% |
| 6M | +76.4% | -31.7% | +108.1% | +99.6% |
| YTD | +16.4% | -41.2% | +57.6% | +37.8% |
| 1Y | +9.3% | -32.6% | +42.0% | +22.8% |
| 3Y | +172.8% | +32.7% | +140.1% | +113.0% |
| All | +172.8% | +32.8% | +140.0% | +113.0% |
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