-7.9%
BROS vs FE
+54.0%
-61.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -21.2% | 0.0% | -21.2% | -21.2% |
| 30D | -11.6% | +5.2% | -16.7% | -12.9% |
| 3M | -36.7% | 0.0% | -36.7% | -36.7% |
| 6M | -42.8% | +5.0% | -47.9% | -43.7% |
| YTD | -44.8% | +7.9% | -52.7% | -46.5% |
| 1Y | -36.5% | +6.3% | -42.9% | -38.3% |
| 3Y | +27.0% | +46.0% | -19.1% | +5.0% |
| 5Y | -50.3% | +45.6% | -96.0% | -56.9% |
| All | -7.9% | +54.0% | -61.9% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling