-41.5%
BROS vs FN
-21.9%
-19.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -3.3% |
| 7D | -2.5% | +20.8% | -23.3% | -4.4% |
| 30D | -11.2% | -17.3% | +6.1% | -10.3% |
| 3M | -33.9% | -38.1% | +4.2% | -32.0% |
| 6M | -33.5% | -44.2% | +10.7% | -31.5% |
| YTD | -44.9% | -22.3% | -22.7% | -47.6% |
| 1Y | -41.5% | -20.9% | -20.6% | -45.0% |
| All | -41.5% | -21.9% | -19.6% | -45.0% |
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