+27.0%
BROS vs FN
+282.2%
-255.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | 0.0% |
| 7D | -6.7% | -1.7% | -5.0% | -6.3% |
| 30D | -29.1% | -22.0% | -7.1% | -25.8% |
| 3M | -16.7% | -43.0% | +26.3% | -7.6% |
| 6M | -11.6% | -27.7% | +16.1% | -9.9% |
| YTD | -23.9% | -10.5% | -13.4% | -28.0% |
| 1Y | -34.8% | +12.5% | -47.3% | -43.0% |
| 3Y | +62.1% | +153.8% | -91.7% | +6.0% |
| All | +27.0% | +282.2% | -255.3% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling