-2.1%
BROS vs FTV
+22.9%
-25.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.4% |
| 7D | +6.3% | +3.9% | +2.4% | +3.2% |
| 30D | -8.3% | +18.7% | -27.0% | -18.9% |
| 3M | -29.8% | +10.0% | -39.8% | -34.3% |
| 6M | -25.8% | +14.6% | -40.4% | -33.7% |
| YTD | -41.4% | +23.4% | -64.8% | -51.3% |
| 1Y | -35.2% | +31.3% | -66.5% | -49.0% |
| 3Y | +32.8% | +39.8% | -7.0% | -3.6% |
| 5Y | -42.2% | +17.7% | -59.8% | -58.6% |
| All | -2.1% | +22.9% | -25.0% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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