+25.1%
BROS vs FDS
-20.8%
+45.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | +0.2% |
| 7D | -0.9% | -5.4% | +4.5% | +1.1% |
| 30D | -13.5% | +1.6% | -15.0% | -14.2% |
| 3M | -18.4% | +17.7% | -36.2% | -24.9% |
| 6M | -10.6% | +29.1% | -39.6% | -22.5% |
| YTD | -25.1% | +1.0% | -26.0% | -26.4% |
| 1Y | -28.6% | -21.6% | -7.0% | -19.2% |
| 3Y | +65.6% | -30.1% | +95.7% | +95.0% |
| All | +25.1% | -20.8% | +45.9% | +78.2% |
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