+22.6%
BROS vs FTI
+1,043.1%
-1,020.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -6.6% | -2.3% | -4.3% | -6.0% |
| 30D | -12.3% | +5.0% | -17.4% | -13.6% |
| 3M | -22.2% | +13.8% | -36.0% | -25.5% |
| 6M | -14.3% | +22.9% | -37.2% | -20.2% |
| YTD | -26.6% | +75.0% | -101.5% | -38.4% |
| 1Y | -31.5% | +96.9% | -128.4% | -44.8% |
| 3Y | +62.3% | +276.7% | -214.5% | +5.6% |
| All | +22.6% | +1,043.1% | -1,020.5% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling