-25.8%
BROS vs USFR
+2.1%
-27.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.4% |
| 7D | +6.3% | +0.1% | +6.2% | +6.1% |
| 30D | -8.3% | +0.4% | -8.7% | -10.4% |
| 3M | -29.8% | +1.1% | -30.8% | -34.0% |
| 6M | -25.8% | +2.0% | -27.9% | -26.2% |
| All | -25.8% | +2.1% | -27.9% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 6mo: compounded portfolio wealth divided by compounded USFR 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…
6mo analysis · Full analysis span regression · 6 months rolling