-1.8%
BROS vs FFIV
+57.5%
-59.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +5.5% |
| 7D | -17.9% | -2.1% | -15.8% | -16.5% |
| 30D | -5.4% | -33.8% | +28.4% | +13.8% |
| 3M | -32.1% | -20.6% | -11.5% | -27.0% |
| 6M | -31.7% | -10.2% | -21.4% | -32.7% |
| YTD | -41.2% | +24.5% | -65.7% | -53.9% |
| 1Y | -32.6% | +29.3% | -61.9% | -48.6% |
| 3Y | +32.7% | +103.8% | -71.1% | -30.2% |
| 5Y | -44.2% | +40.9% | -85.1% | -64.5% |
| All | -1.8% | +57.5% | -59.4% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling