+22.6%
BROS vs FDS
-23.5%
+46.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.7% |
| 7D | -6.6% | -8.8% | +2.2% | -3.2% |
| 30D | -12.3% | -1.4% | -11.0% | -12.1% |
| 3M | -22.2% | +13.9% | -36.1% | -27.4% |
| 6M | -14.3% | +27.4% | -41.7% | -25.4% |
| YTD | -26.6% | -2.5% | -24.1% | -26.9% |
| 1Y | -31.5% | -23.8% | -7.7% | -21.7% |
| 3Y | +62.3% | -32.5% | +94.7% | +93.7% |
| All | +22.6% | -23.5% | +46.0% | +77.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling