+65.6%
BROS vs FND
-49.6%
+115.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | +0.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | -13.5% | -23.6% | +10.1% | -4.9% |
| 3M | -18.4% | +4.3% | -22.8% | -19.6% |
| 6M | -10.6% | -20.3% | +9.7% | -4.3% |
| YTD | -25.1% | -21.3% | -3.8% | -19.7% |
| 1Y | -28.6% | -45.4% | +16.7% | -15.4% |
| 3Y | +65.6% | -48.9% | +114.4% | +79.4% |
| All | +65.6% | -49.6% | +115.1% | +79.4% |
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