-20.3%
BROS vs FN
-25.7%
+5.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +1.3% |
| 7D | +2.5% | -7.0% | +9.5% | +2.9% |
| 30D | +15.1% | -24.7% | +39.8% | +17.1% |
| 3M | -31.4% | -35.7% | +4.3% | -29.5% |
| 6M | -22.6% | -52.4% | +29.8% | -17.7% |
| YTD | -28.1% | -25.0% | -3.2% | -31.9% |
| 1Y | -20.3% | -25.7% | +5.4% | -25.2% |
| All | -20.3% | -25.7% | +5.5% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling