-2.1%
BROS vs FDS
-8.8%
+6.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.4% |
| 7D | +6.3% | +1.5% | +4.8% | +5.7% |
| 30D | -8.3% | +14.8% | -23.2% | -13.3% |
| 3M | -29.8% | +16.3% | -46.1% | -34.3% |
| 6M | -25.8% | +66.2% | -92.1% | -41.7% |
| YTD | -41.4% | +16.2% | -57.6% | -45.8% |
| 1Y | -35.2% | +21.8% | -57.0% | -42.0% |
| 3Y | +32.8% | -23.9% | +56.6% | +54.0% |
| 5Y | -42.2% | -23.1% | -19.0% | -34.3% |
| All | -2.1% | -8.8% | +6.7% | +31.3% |
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