-33.2%
BROS vs FTV
+15.4%
-48.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.4% |
| 7D | -6.1% | -5.2% | -0.9% | -3.9% |
| 30D | -12.4% | -11.5% | -0.8% | -7.8% |
| 3M | -27.9% | -9.0% | -18.9% | -25.3% |
| 6M | -16.8% | -2.0% | -14.8% | -18.1% |
| YTD | -29.0% | -0.9% | -28.1% | -30.4% |
| 1Y | -33.2% | +14.8% | -48.0% | -40.8% |
| All | -33.2% | +15.4% | -48.6% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling