-27.8%
BROS vs FGI
-70.0%
+42.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -19.0% | -4.1% | -14.9% | -19.0% |
| 30D | -7.3% | -3.4% | -3.9% | -7.3% |
| 3M | -31.2% | +61.8% | -93.0% | -31.4% |
| 6M | -33.0% | +17.0% | -50.1% | -33.2% |
| YTD | -42.4% | +31.4% | -73.8% | -42.5% |
| 1Y | -37.7% | +42.7% | -80.4% | -37.9% |
| 3Y | +28.2% | -0.1% | +28.3% | +31.9% |
| All | -27.8% | -70.0% | +42.2% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling