-8.1%
BROS vs FIVE
+34.3%
-42.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.1% |
| 7D | -2.5% | +2.4% | -4.9% | -3.5% |
| 30D | -11.2% | +15.8% | -27.1% | -16.4% |
| 3M | -33.9% | +3.8% | -37.7% | -34.9% |
| 6M | -33.5% | +18.5% | -52.0% | -38.9% |
| YTD | -44.9% | +31.2% | -76.2% | -51.8% |
| 1Y | -41.5% | +61.8% | -103.3% | -53.4% |
| 3Y | +22.4% | +39.9% | -17.4% | -4.0% |
| 5Y | -45.7% | +18.3% | -64.0% | -58.0% |
| All | -8.1% | +34.3% | -42.4% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling