-37.5%
BROS vs FN
-19.6%
-17.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.7% | -1.4% |
| 7D | -20.4% | +8.0% | -28.4% | -20.9% |
| 30D | -6.1% | -19.1% | +13.1% | -5.2% |
| 3M | -29.4% | -29.8% | +0.5% | -28.1% |
| 6M | -31.5% | -43.2% | +11.7% | -29.4% |
| YTD | -42.8% | -18.9% | -23.9% | -45.8% |
| 1Y | -37.5% | -17.9% | -19.6% | -41.3% |
| All | -37.5% | -19.6% | -17.9% | -41.3% |
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