-49.1%
BROS vs FN
+148.3%
-197.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -14.2% | -7.2% | -18.0% |
| 7D | -21.4% | -16.0% | -5.4% | -18.0% |
| 30D | -11.5% | -40.1% | +28.6% | -0.8% |
| 3M | -47.4% | -43.9% | -3.5% | -40.9% |
| 6M | -39.5% | -55.6% | +16.1% | -30.0% |
| YTD | -43.5% | -35.7% | -7.9% | -43.2% |
| 1Y | -37.8% | -39.8% | +2.1% | -36.6% |
| 3Y | +30.5% | +80.3% | -49.8% | -13.5% |
| 5Y | -49.1% | +143.3% | -192.4% | -74.3% |
| All | -49.1% | +148.3% | -197.4% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling