-50.2%
BROS vs FIVE
+14.2%
-64.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.4% |
| 3M | -36.7% | +4.0% | -40.6% | -37.8% |
| 6M | -42.8% | +2.6% | -45.4% | -44.1% |
| YTD | -44.8% | +27.6% | -72.4% | -51.3% |
| 1Y | -36.5% | +59.9% | -96.5% | -49.5% |
| 3Y | +27.0% | +35.8% | -8.8% | +0.5% |
| All | -50.2% | +14.2% | -64.3% | -58.4% |
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