-20.3%
BROS vs FGI
+38.7%
-59.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.0% | +5.9% | +1.0% |
| 7D | +2.5% | +3.3% | -0.9% | +2.4% |
| 30D | +15.1% | -2.0% | +17.1% | +15.1% |
| 3M | -31.4% | +60.3% | -91.6% | -32.4% |
| 6M | -22.6% | +0.7% | -23.4% | -23.1% |
| YTD | -28.1% | +30.2% | -58.3% | -29.6% |
| 1Y | -20.3% | +44.4% | -64.6% | -27.4% |
| All | -20.3% | +38.7% | -59.0% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling