+32.8%
BROS vs FND
-39.5%
+72.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.2% | +8.7% | +7.3% |
| 7D | +6.3% | -6.8% | +13.1% | +9.1% |
| 30D | -8.3% | +8.0% | -16.3% | -10.8% |
| 3M | -29.8% | -18.9% | -10.9% | -24.4% |
| 6M | -25.8% | +4.7% | -30.5% | -27.2% |
| YTD | -41.4% | -21.6% | -19.8% | -37.1% |
| 1Y | -35.2% | -22.0% | -13.1% | -30.3% |
| 3Y | +32.8% | -40.4% | +73.2% | +22.4% |
| All | +32.8% | -39.5% | +72.3% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling