+27.0%
BROS vs FND
-60.7%
+87.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.1% |
| 7D | -6.7% | -5.2% | -1.4% | -4.3% |
| 30D | -29.1% | -19.9% | -9.2% | -20.8% |
| 3M | -16.7% | +2.7% | -19.4% | -18.5% |
| 6M | -11.6% | -21.7% | +10.1% | -2.0% |
| YTD | -23.9% | -17.5% | -6.4% | -18.5% |
| 1Y | -34.8% | -39.3% | +4.5% | -19.3% |
| 3Y | +62.1% | -49.8% | +111.8% | +98.3% |
| All | +27.0% | -60.7% | +87.7% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling