-65.6%
XYZ vs BROS
+3.9%
-69.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.5% |
| 7D | +12.1% | -21.2% | +33.4% | +20.9% |
| 30D | +12.4% | -11.6% | +23.9% | +15.9% |
| 3M | +8.2% | -36.7% | +44.9% | +25.4% |
| 6M | +20.7% | -42.8% | +63.5% | +43.1% |
| YTD | +31.3% | -44.8% | +76.2% | +56.8% |
| 1Y | +20.5% | -36.5% | +57.1% | +36.4% |
| 3Y | +72.6% | +27.0% | +45.7% | +37.7% |
| 5Y | -64.0% | -50.3% | -13.7% | -65.2% |
| All | -65.6% | +3.9% | -69.6% | -67.2% |
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 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