-35.2%
BROS vs FGI
+17.8%
-52.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -25.2% | +31.7% | +6.6% |
| 7D | +6.3% | -14.4% | +20.7% | +6.3% |
| 30D | -8.3% | -11.8% | +3.4% | -8.4% |
| 3M | -29.8% | -46.2% | +16.5% | -29.6% |
| 6M | -25.8% | +5.2% | -31.0% | -26.7% |
| YTD | -41.4% | +10.5% | -51.9% | -42.4% |
| 1Y | -35.2% | +25.5% | -60.7% | -37.0% |
| All | -35.2% | +17.8% | -52.9% | -37.0% |
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