+65.6%
BROS vs FTV
-3.2%
+68.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.0% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -13.5% | -8.3% | -5.1% | -8.7% |
| 3M | -18.4% | -7.4% | -11.0% | -15.2% |
| 6M | -10.6% | -1.2% | -9.4% | -11.5% |
| YTD | -25.1% | +2.7% | -27.7% | -28.1% |
| 1Y | -28.6% | +18.4% | -47.1% | -38.4% |
| 3Y | +65.6% | -2.0% | +67.6% | +65.5% |
| All | +65.6% | -3.2% | +68.8% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling