-20.3%
BROS vs FIVE
+63.3%
-83.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | -2.0% |
| 7D | +2.5% | +7.5% | -5.0% | -0.8% |
| 30D | +15.1% | +16.7% | -1.6% | +7.3% |
| 3M | -31.4% | +13.4% | -44.7% | -35.5% |
| 6M | -22.6% | +9.0% | -31.7% | -26.4% |
| YTD | -28.1% | +33.8% | -61.9% | -40.0% |
| 1Y | -20.3% | +61.2% | -81.4% | -44.0% |
| All | -20.3% | +63.3% | -83.5% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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