-50.2%
BROS vs FDS
-22.8%
-27.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -0.9% |
| 7D | -21.2% | -0.5% | -20.7% | -21.1% |
| 30D | -11.6% | +20.2% | -31.8% | -17.8% |
| 3M | -36.7% | +19.9% | -56.5% | -41.5% |
| 6M | -42.8% | +56.2% | -99.0% | -54.0% |
| YTD | -44.8% | +14.6% | -59.4% | -48.7% |
| 1Y | -36.5% | +31.6% | -68.1% | -46.1% |
| 3Y | +27.0% | -23.8% | +50.8% | +46.6% |
| All | -50.2% | -22.8% | -27.4% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling