-7.9%
BROS vs FIVE
+30.6%
-38.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -21.2% | -0.3% | -21.0% | -20.8% |
| 30D | -11.6% | +17.7% | -29.2% | -17.3% |
| 3M | -36.7% | +4.0% | -40.6% | -37.7% |
| 6M | -42.8% | +2.6% | -45.4% | -44.0% |
| YTD | -44.8% | +27.6% | -72.4% | -51.2% |
| 1Y | -36.5% | +59.9% | -96.5% | -49.2% |
| 3Y | +27.0% | +35.8% | -8.8% | +0.8% |
| 5Y | -50.3% | +14.4% | -64.8% | -61.1% |
| All | -7.9% | +30.6% | -38.5% | -25.9% |
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