+32.7%
BROS vs FN
+112.9%
-80.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +11.9% | -5.2% | +4.2% |
| 7D | -17.9% | +16.3% | -34.2% | -20.3% |
| 30D | -5.4% | -24.7% | +19.4% | -0.5% |
| 3M | -32.1% | -34.9% | +2.9% | -27.1% |
| 6M | -31.7% | -41.1% | +9.4% | -27.2% |
| YTD | -41.2% | -19.6% | -21.6% | -44.1% |
| 1Y | -32.6% | -18.5% | -14.1% | -36.8% |
| 3Y | +32.7% | +119.1% | -86.4% | -20.6% |
| All | +32.7% | +112.9% | -80.2% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling