-2.1%
BROS vs FTI
+873.4%
-875.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.1% | +4.4% | +5.9% |
| 7D | +6.3% | +4.3% | +2.0% | +5.1% |
| 30D | -8.3% | -4.7% | -3.7% | -7.3% |
| 3M | -29.8% | -13.5% | -16.3% | -27.2% |
| 6M | -25.8% | -8.7% | -17.1% | -24.9% |
| YTD | -41.4% | +49.0% | -90.4% | -48.8% |
| 1Y | -35.2% | +54.0% | -89.2% | -44.0% |
| 3Y | +32.8% | +211.6% | -178.9% | -8.9% |
| 5Y | -42.2% | +881.9% | -924.0% | -72.5% |
| All | -2.1% | +873.4% | -875.5% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling