-3.8%
BROS vs FDS
-10.6%
+6.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -19.0% | -2.0% | -17.0% | -18.4% |
| 30D | -7.3% | +13.5% | -20.8% | -11.9% |
| 3M | -31.2% | +15.2% | -46.4% | -35.4% |
| 6M | -33.0% | +47.0% | -80.1% | -44.4% |
| YTD | -42.4% | +13.9% | -56.2% | -46.3% |
| 1Y | -37.7% | +25.2% | -62.9% | -45.5% |
| 3Y | +28.2% | -25.3% | +53.5% | +49.7% |
| 5Y | -43.4% | -23.3% | -20.1% | -35.1% |
| All | -3.8% | -10.6% | +6.8% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling