-4.6%
BROS vs FTV
+22.8%
-27.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | -20.4% | -0.7% | -19.8% | -19.4% |
| 30D | -6.1% | +18.3% | -24.4% | -16.7% |
| 3M | -29.4% | +10.2% | -39.6% | -34.0% |
| 6M | -31.5% | +12.8% | -44.3% | -38.0% |
| YTD | -42.8% | +23.4% | -66.2% | -52.5% |
| 1Y | -37.5% | +31.4% | -68.9% | -50.8% |
| 3Y | +27.2% | +38.7% | -11.5% | -7.0% |
| 5Y | -47.0% | +18.6% | -65.5% | -62.1% |
| All | -4.6% | +22.8% | -27.4% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling