+70.4%
FDX vs BROS
+10.8%
+59.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.6% | -3.2% | +2.6% |
| 7D | +0.2% | -17.9% | +18.1% | +2.4% |
| 30D | +9.3% | -5.4% | +14.7% | +9.7% |
| 3M | +0.5% | -32.1% | +32.5% | +4.9% |
| 6M | +5.3% | -31.7% | +37.0% | +9.0% |
| YTD | +38.6% | -41.2% | +79.8% | +45.4% |
| 1Y | +53.5% | -32.6% | +86.1% | +58.0% |
| 3Y | +74.2% | +32.7% | +41.5% | +59.3% |
| 5Y | +75.3% | -44.2% | +119.5% | +67.0% |
| All | +70.4% | +10.8% | +59.6% | +56.8% |
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