-44.2%
BROS vs FN
+206.7%
-250.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +11.9% | -5.2% | +3.8% |
| 7D | -17.9% | +16.3% | -34.2% | -20.7% |
| 30D | -5.4% | -24.7% | +19.4% | +0.3% |
| 3M | -32.1% | -34.9% | +2.9% | -26.3% |
| 6M | -31.7% | -41.1% | +9.4% | -26.6% |
| YTD | -41.2% | -19.6% | -21.6% | -44.0% |
| 1Y | -32.6% | -18.5% | -14.1% | -36.7% |
| 3Y | +32.7% | +119.1% | -86.4% | -15.9% |
| 5Y | -44.2% | +206.9% | -251.2% | -73.0% |
| All | -44.2% | +206.7% | -250.9% | -73.0% |
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 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