-50.2%
BROS vs FE
+42.2%
-92.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -21.2% | -1.0% | -20.2% | -21.0% |
| 30D | -11.6% | +4.1% | -15.7% | -12.6% |
| 3M | -36.7% | -1.0% | -35.7% | -36.5% |
| 6M | -42.8% | +4.0% | -46.8% | -43.6% |
| YTD | -44.8% | +6.8% | -51.7% | -46.4% |
| 1Y | -36.5% | +5.3% | -41.8% | -38.1% |
| 3Y | +27.0% | +44.6% | -17.6% | +4.9% |
| All | -50.2% | +42.2% | -92.4% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling