-7.9%
BROS vs FN
+206.9%
-214.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.7% | -14.0% | -4.9% |
| 7D | -21.2% | 0.0% | -21.2% | -21.2% |
| 30D | -11.6% | -34.3% | +22.8% | -3.8% |
| 3M | -36.7% | -39.9% | +3.2% | -30.4% |
| 6M | -42.8% | -51.8% | +9.0% | -35.6% |
| YTD | -44.8% | -28.1% | -16.7% | -45.8% |
| 1Y | -36.5% | -29.1% | -7.5% | -38.0% |
| 3Y | +27.0% | +102.4% | -75.5% | -13.6% |
| 5Y | -50.3% | +171.7% | -222.0% | -73.8% |
| All | -7.9% | +206.9% | -214.9% | -45.1% |
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