+27.0%
BROS vs FTI
+1,072.9%
-1,045.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -6.7% | +5.3% | -11.9% | -8.0% |
| 30D | -29.1% | +15.3% | -44.4% | -31.9% |
| 3M | -16.7% | +15.8% | -32.5% | -20.6% |
| 6M | -11.6% | +22.6% | -34.2% | -17.6% |
| YTD | -23.9% | +79.5% | -103.5% | -36.6% |
| 1Y | -34.8% | +102.0% | -136.8% | -47.7% |
| 3Y | +62.1% | +315.8% | -253.7% | +2.5% |
| All | +27.0% | +1,072.9% | -1,045.9% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling