+285.2%
BRO vs FDS
+64.8%
+220.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -7.3% | -14.0% | +6.7% | -1.1% |
| 30D | -6.9% | -6.2% | -0.6% | -4.4% |
| 3M | +10.7% | +10.2% | +0.5% | +5.5% |
| 6M | -2.7% | +27.4% | -30.1% | -14.1% |
| YTD | -16.3% | -9.3% | -7.1% | -14.7% |
| 1Y | -29.1% | -28.6% | -0.4% | -19.9% |
| 3Y | -7.8% | -36.8% | +29.0% | +8.3% |
| 5Y | +18.7% | -28.6% | +47.4% | +29.9% |
| All | +285.2% | +64.8% | +220.4% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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