-28.4%
BROS vs FGI
-68.3%
+39.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.7% | -0.8% |
| 7D | -20.4% | +6.9% | -27.3% | -20.4% |
| 30D | -6.1% | +3.9% | -10.0% | -6.1% |
| 3M | -29.4% | +74.3% | -103.7% | -29.6% |
| 6M | -31.5% | +28.9% | -60.5% | -31.7% |
| YTD | -42.8% | +39.1% | -81.9% | -43.0% |
| 1Y | -37.5% | +49.3% | -86.8% | -37.7% |
| 3Y | +27.2% | +5.7% | +21.4% | +30.8% |
| All | -28.4% | -68.3% | +39.9% | -22.8% |
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