-3.8%
BROS vs FN
+227.0%
-230.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -0.9% |
| 7D | -19.0% | -4.1% | -14.9% | -18.1% |
| 30D | -7.3% | -28.3% | +21.1% | -1.0% |
| 3M | -31.2% | -33.9% | +2.7% | -26.0% |
| 6M | -33.0% | -43.9% | +10.9% | -27.6% |
| YTD | -42.4% | -23.4% | -18.9% | -44.2% |
| 1Y | -37.7% | -25.4% | -12.3% | -39.8% |
| 3Y | +28.2% | +107.9% | -79.7% | -13.1% |
| 5Y | -43.4% | +195.1% | -238.4% | -70.2% |
| All | -3.8% | +227.0% | -230.8% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling