-66.7%
XYZ vs BROS
+43.3%
-110.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | -1.0% | -6.7% | +5.7% | +1.5% |
| 30D | -1.7% | -29.1% | +27.4% | +10.4% |
| 3M | +16.7% | -16.7% | +33.4% | +23.0% |
| 6M | +26.9% | -11.6% | +38.5% | +30.0% |
| YTD | +27.1% | -23.9% | +51.1% | +37.2% |
| 1Y | +9.3% | -34.8% | +44.0% | +23.4% |
| 3Y | +42.3% | +62.1% | -19.8% | +5.6% |
| All | -66.7% | +43.3% | -110.1% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling