-20.3%
BROS vs FND
-10.3%
-10.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.9% | -10.0% | -3.9% |
| 7D | +2.5% | +12.3% | -9.9% | -3.0% |
| 30D | +15.1% | +14.7% | +0.3% | +7.6% |
| 3M | -31.4% | -12.0% | -19.4% | -27.1% |
| 6M | -22.6% | +10.8% | -33.4% | -27.1% |
| YTD | -28.1% | -12.3% | -15.9% | -27.4% |
| 1Y | -20.3% | -13.4% | -6.9% | -18.9% |
| All | -20.3% | -10.3% | -10.0% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling