-42.6%
BROS vs FIVE
+16.7%
-59.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.6% |
| 7D | +6.3% | +2.7% | +3.7% | +5.1% |
| 30D | -8.3% | +12.7% | -21.0% | -12.7% |
| 3M | -29.8% | +2.1% | -31.8% | -30.3% |
| 6M | -25.8% | +17.5% | -43.3% | -31.8% |
| YTD | -41.4% | +31.0% | -72.3% | -48.9% |
| 1Y | -35.2% | +67.7% | -102.9% | -49.5% |
| 3Y | +32.8% | +43.4% | -10.6% | +1.9% |
| All | -42.6% | +16.7% | -59.3% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling