-50.2%
BROS vs FFIV
+39.5%
-89.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -21.2% | -8.1% | -13.1% | -17.3% |
| 30D | -11.6% | -33.4% | +21.8% | +6.4% |
| 3M | -36.7% | -24.7% | -11.9% | -29.7% |
| 6M | -42.8% | -8.8% | -34.0% | -44.6% |
| YTD | -44.8% | +21.8% | -66.6% | -56.9% |
| 1Y | -36.5% | +25.3% | -61.8% | -51.6% |
| 3Y | +27.0% | +101.2% | -74.2% | -36.4% |
| All | -50.2% | +39.5% | -89.7% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling