+32.8%
BROS vs FIVE
+40.0%
-7.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.6% |
| 7D | +6.3% | +2.7% | +3.7% | +5.4% |
| 30D | -8.3% | +12.7% | -21.0% | -11.5% |
| 3M | -29.8% | +2.1% | -31.8% | -30.1% |
| 6M | -25.8% | +17.5% | -43.3% | -30.0% |
| YTD | -41.4% | +31.0% | -72.3% | -46.5% |
| 1Y | -35.2% | +67.7% | -102.9% | -45.1% |
| 3Y | +32.8% | +43.4% | -10.6% | -10.7% |
| All | +32.8% | +40.0% | -7.2% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling