-5.8%
BROS vs FN
+174.9%
-180.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -14.2% | -7.2% | -18.2% |
| 7D | -21.4% | -16.0% | -5.4% | -18.2% |
| 30D | -11.5% | -40.1% | +28.6% | -1.5% |
| 3M | -47.4% | -43.9% | -3.5% | -41.3% |
| 6M | -39.5% | -55.6% | +16.1% | -30.6% |
| YTD | -43.5% | -35.7% | -7.9% | -43.0% |
| 1Y | -37.8% | -39.8% | +2.1% | -36.6% |
| 3Y | +30.5% | +80.3% | -49.8% | -8.7% |
| 5Y | -49.1% | +143.3% | -192.4% | -72.5% |
| All | -5.8% | +174.9% | -180.6% | -42.2% |
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