+40.9%
XYZ vs BROS
+63.0%
-22.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | -1.0% | -6.7% | +5.7% | +1.2% |
| 30D | -1.7% | -29.1% | +27.4% | +8.9% |
| 3M | +16.7% | -16.7% | +33.4% | +22.3% |
| 6M | +26.9% | -11.6% | +38.5% | +29.7% |
| YTD | +27.1% | -23.9% | +51.1% | +35.8% |
| 1Y | +9.3% | -34.8% | +44.0% | +21.3% |
| All | +40.9% | +63.0% | -22.1% | +1.1% |
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 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