+65.5%
FDX vs BROS
+25.7%
+39.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.5% |
| 7D | -1.6% | -21.2% | +19.6% | +0.8% |
| 30D | +6.6% | -11.6% | +18.2% | +7.8% |
| 3M | -2.1% | -36.7% | +34.6% | +2.7% |
| 6M | +2.2% | -42.8% | +45.0% | +7.4% |
| YTD | +33.9% | -44.8% | +78.8% | +40.8% |
| 1Y | +50.2% | -36.5% | +86.8% | +55.0% |
| 3Y | +65.5% | +27.0% | +38.6% | +58.2% |
| All | +65.5% | +25.7% | +39.9% | +58.2% |
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