+27.0%
BROS vs FE
+53.6%
-26.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -6.7% | +1.9% | -8.6% | -7.2% |
| 30D | -29.1% | -1.2% | -27.9% | -28.8% |
| 3M | -16.7% | +3.5% | -20.2% | -17.6% |
| 6M | -11.6% | -6.1% | -5.6% | -10.2% |
| YTD | -23.9% | +7.6% | -31.5% | -26.2% |
| 1Y | -34.8% | +11.9% | -46.7% | -37.8% |
| 3Y | +62.1% | +48.4% | +13.6% | +32.7% |
| All | +27.0% | +53.6% | -26.6% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling