-20.3%
BROS vs FDS
+31.1%
-51.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | +0.5% |
| 7D | +2.5% | +9.4% | -7.0% | +1.1% |
| 30D | +15.1% | +23.8% | -8.7% | +11.3% |
| 3M | -31.4% | +25.1% | -56.5% | -33.8% |
| 6M | -22.6% | +53.8% | -76.4% | -28.2% |
| YTD | -28.1% | +19.6% | -47.7% | -30.5% |
| 1Y | -20.3% | +31.6% | -51.9% | -28.6% |
| All | -20.3% | +31.1% | -51.4% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling