+65.6%
BROS vs FTI
+284.3%
-218.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -13.5% | +12.3% | -25.8% | -16.0% |
| 3M | -18.4% | +13.8% | -32.2% | -21.5% |
| 6M | -10.6% | +24.3% | -34.9% | -16.8% |
| YTD | -25.1% | +75.8% | -100.8% | -37.1% |
| 1Y | -28.6% | +99.6% | -128.3% | -42.6% |
| 3Y | +65.6% | +278.4% | -212.9% | +12.6% |
| All | +65.6% | +284.3% | -218.7% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling