-64.4%
XYZ vs BROS
+10.8%
-75.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.6% | -3.0% | +1.3% |
| 7D | +14.9% | -17.9% | +32.8% | +22.1% |
| 30D | +14.7% | -5.4% | +20.0% | +15.6% |
| 3M | +12.1% | -32.1% | +44.2% | +26.7% |
| 6M | +18.3% | -31.7% | +50.0% | +32.0% |
| YTD | +36.1% | -41.2% | +77.2% | +58.7% |
| 1Y | +35.3% | -32.6% | +67.9% | +49.9% |
| 3Y | +73.5% | +32.7% | +40.8% | +36.4% |
| 5Y | -61.6% | -44.2% | -17.4% | -63.8% |
| All | -64.4% | +10.8% | -75.2% | -66.8% |
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