+30.8%
BROS vs FGI
-3.2%
+34.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.7% | +6.7% |
| 7D | -17.9% | -1.4% | -16.5% | -17.9% |
| 30D | -5.4% | -3.2% | -2.1% | -5.4% |
| 3M | -32.1% | +64.1% | -96.2% | -31.1% |
| 6M | -31.7% | +17.2% | -48.9% | -31.0% |
| YTD | -41.2% | +31.6% | -72.8% | -39.8% |
| 1Y | -32.6% | +45.1% | -77.7% | -30.4% |
| All | +30.8% | -3.2% | +34.0% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling