-31.0%
BROS vs FGI
-70.6%
+39.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | -21.2% | -7.0% | -14.3% | -21.2% |
| 30D | -11.6% | -4.2% | -7.3% | -11.6% |
| 3M | -36.7% | +55.6% | -92.3% | -36.9% |
| 6M | -42.8% | -3.2% | -39.7% | -42.9% |
| YTD | -44.8% | +29.1% | -74.0% | -45.0% |
| 1Y | -36.5% | +51.0% | -87.5% | -36.7% |
| 3Y | +27.0% | +1.5% | +25.4% | +30.0% |
| All | -31.0% | -70.6% | +39.6% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling