+27.0%
BROS vs FFIV
+102.2%
-75.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -21.2% | -8.1% | -13.1% | -18.8% |
| 30D | -11.6% | -33.4% | +21.8% | -0.9% |
| 3M | -36.7% | -24.7% | -11.9% | -32.7% |
| 6M | -42.8% | -8.8% | -34.0% | -44.8% |
| YTD | -44.8% | +21.8% | -66.6% | -54.7% |
| 1Y | -36.5% | +25.3% | -61.8% | -48.8% |
| 3Y | +27.0% | +101.2% | -74.2% | -27.3% |
| All | +27.0% | +102.2% | -75.2% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling