-42.6%
BROS vs FE
+47.0%
-89.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +6.2% |
| 7D | +6.3% | +1.2% | +5.1% | +5.9% |
| 30D | -8.3% | +4.5% | -12.9% | -9.5% |
| 3M | -29.8% | +1.3% | -31.1% | -30.1% |
| 6M | -25.8% | +8.7% | -34.5% | -27.8% |
| YTD | -41.4% | +9.2% | -50.6% | -43.4% |
| 1Y | -35.2% | +7.0% | -42.1% | -37.0% |
| 3Y | +32.8% | +51.4% | -18.6% | +7.5% |
| All | -42.6% | +47.0% | -89.6% | -51.2% |
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