+29.1%
F vs BROS
+10.8%
+18.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -6.0% | -0.3% |
| 7D | -0.6% | -17.9% | +17.3% | +1.7% |
| 30D | +2.9% | -5.4% | +8.2% | +3.2% |
| 3M | -9.5% | -32.1% | +22.6% | -5.1% |
| 6M | +4.0% | -31.7% | +35.7% | +8.2% |
| YTD | -1.3% | -41.2% | +39.9% | +4.3% |
| 1Y | -1.9% | -32.6% | +30.7% | +1.4% |
| 3Y | +53.5% | +32.7% | +20.8% | +35.3% |
| 5Y | -15.1% | -44.2% | +29.1% | -23.3% |
| All | +29.1% | +10.8% | +18.3% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling