-68.1%
XYZ vs BROS
+38.3%
-106.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | -3.7% | -6.6% | +2.9% | -1.4% |
| 30D | +0.5% | -12.3% | +12.9% | +5.2% |
| 3M | +16.3% | -22.2% | +38.5% | +25.6% |
| 6M | +21.1% | -14.3% | +35.4% | +25.6% |
| YTD | +22.0% | -26.6% | +48.5% | +33.3% |
| 1Y | +5.2% | -31.5% | +36.7% | +16.9% |
| 3Y | +49.6% | +62.3% | -12.7% | +10.9% |
| All | -68.1% | +38.3% | -106.4% | -72.1% |
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