+74.1%
FDX vs BROS
+30.6%
+43.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | +0.8% |
| 7D | +5.2% | +6.3% | -1.1% | +4.4% |
| 30D | +11.3% | -8.3% | +19.6% | +12.1% |
| 3M | -4.1% | -29.8% | +25.7% | -0.7% |
| 6M | +9.6% | -25.8% | +35.5% | +11.8% |
| YTD | +40.9% | -41.4% | +82.3% | +47.0% |
| 1Y | +53.0% | -35.2% | +88.2% | +57.5% |
| 3Y | +74.1% | +32.8% | +41.3% | +65.7% |
| All | +74.1% | +30.6% | +43.5% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling