+27.0%
BROS vs FIVE
+37.1%
-10.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -1.5% |
| 7D | -6.7% | +4.3% | -10.9% | -8.4% |
| 30D | -29.1% | +12.5% | -41.6% | -33.0% |
| 3M | -16.7% | +31.2% | -47.9% | -26.6% |
| 6M | -11.6% | +14.4% | -26.0% | -18.0% |
| YTD | -23.9% | +33.9% | -57.8% | -34.2% |
| 1Y | -34.8% | +65.1% | -99.8% | -49.0% |
| 3Y | +62.1% | +49.0% | +13.1% | +22.0% |
| All | +27.0% | +37.1% | -10.1% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling