+22.6%
BROS vs FTV
+1.0%
+21.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.1% |
| 7D | -6.6% | -1.3% | -5.3% | -5.7% |
| 30D | -12.3% | -9.5% | -2.8% | -5.3% |
| 3M | -22.2% | -10.9% | -11.3% | -15.8% |
| 6M | -14.3% | -0.6% | -13.6% | -15.6% |
| YTD | -26.6% | +1.4% | -28.0% | -29.6% |
| 1Y | -31.5% | +17.6% | -49.1% | -42.4% |
| 3Y | +62.3% | -3.3% | +65.5% | +59.3% |
| All | +22.6% | +1.0% | +21.6% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling