+22.6%
BROS vs FND
-62.8%
+85.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -6.6% | -0.8% | -5.8% | -6.4% |
| 30D | -12.3% | -19.6% | +7.2% | -2.7% |
| 3M | -22.2% | -4.3% | -17.9% | -21.0% |
| 6M | -14.3% | -20.4% | +6.2% | -5.8% |
| YTD | -26.6% | -21.9% | -4.7% | -19.3% |
| 1Y | -31.5% | -45.2% | +13.7% | -10.6% |
| 3Y | +62.3% | -49.2% | +111.5% | +95.5% |
| All | +22.6% | -62.8% | +85.3% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling