+22.6%
BROS vs FFIV
+100.6%
-78.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -4.2% |
| 7D | -6.6% | +3.5% | -10.1% | -8.5% |
| 30D | -12.3% | -1.3% | -11.0% | -12.1% |
| 3M | -22.2% | +2.4% | -24.6% | -24.3% |
| 6M | -14.3% | +41.8% | -56.1% | -32.8% |
| YTD | -26.6% | +58.5% | -85.1% | -47.1% |
| 1Y | -31.5% | +24.3% | -55.8% | -42.8% |
| 3Y | +62.3% | +152.0% | -89.8% | -19.9% |
| All | +22.6% | +100.6% | -78.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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