+65.6%
BROS vs FDS
-30.4%
+96.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.5% |
| 7D | -0.9% | -5.4% | +4.5% | +0.3% |
| 30D | -13.5% | +1.6% | -15.0% | -13.9% |
| 3M | -18.4% | +17.7% | -36.2% | -22.5% |
| 6M | -10.6% | +29.1% | -39.6% | -17.7% |
| YTD | -25.1% | +1.0% | -26.0% | -25.2% |
| 1Y | -28.6% | -21.6% | -7.0% | -21.3% |
| 3Y | +65.6% | -30.1% | +95.7% | +86.3% |
| All | +65.6% | -30.4% | +96.0% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling