-39.1%
BROS vs FDS
+25.3%
-64.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.6% |
| 7D | -2.5% | -2.6% | +0.1% | -2.1% |
| 30D | -11.2% | +14.1% | -25.3% | -13.0% |
| 3M | -33.9% | +19.8% | -53.7% | -35.8% |
| 6M | -33.5% | +55.0% | -88.4% | -38.4% |
| YTD | -44.9% | +15.9% | -60.8% | -46.4% |
| All | -39.1% | +25.3% | -64.4% | -43.2% |
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 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