+25.1%
BROS vs FE
+52.5%
-27.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -0.9% | +0.6% | -1.6% | -1.1% |
| 30D | -13.5% | -2.1% | -11.3% | -12.9% |
| 3M | -18.4% | +2.6% | -21.1% | -19.1% |
| 6M | -10.6% | -6.8% | -3.8% | -8.9% |
| YTD | -25.1% | +6.9% | -31.9% | -27.1% |
| 1Y | -28.6% | +11.6% | -40.2% | -31.8% |
| 3Y | +65.6% | +47.7% | +17.9% | +35.7% |
| All | +25.1% | +52.5% | -27.4% | -3.9% |
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