-42.8%
BROS vs FIVE
+4.7%
-47.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -21.2% | -0.3% | -21.0% | -20.5% |
| 30D | -11.6% | +17.7% | -29.2% | -15.8% |
| 3M | -36.7% | +4.0% | -40.6% | -36.9% |
| 6M | -42.8% | +2.6% | -45.4% | -43.9% |
| All | -42.8% | +4.7% | -47.5% | -43.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling