+8,806.9%
BRO vs FDS
+8,261.6%
+545.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +1.2% |
| 7D | -8.6% | -16.0% | +7.4% | -4.5% |
| 30D | -6.9% | -6.7% | -0.2% | -5.4% |
| 3M | +10.5% | +6.0% | +4.5% | +8.6% |
| 6M | -2.8% | +25.1% | -27.9% | -8.7% |
| YTD | -16.1% | -8.1% | -8.0% | -15.5% |
| 1Y | -27.6% | -26.0% | -1.6% | -23.4% |
| 3Y | -7.3% | -36.4% | +29.1% | +1.2% |
| 5Y | +19.0% | -27.7% | +46.7% | +25.9% |
| 10Y | +292.7% | +66.1% | +226.6% | +243.9% |
| All | +8,806.9% | +8,261.6% | +545.3% | +4,488.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling