+64.7%
FDX vs BROS
+3.9%
+60.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.4% |
| 7D | -1.6% | -21.2% | +19.6% | +1.0% |
| 30D | +6.6% | -11.6% | +18.2% | +7.9% |
| 3M | -2.1% | -36.7% | +34.6% | +3.1% |
| 6M | +2.2% | -42.8% | +45.0% | +8.1% |
| YTD | +33.9% | -44.8% | +78.8% | +41.6% |
| 1Y | +50.2% | -36.5% | +86.8% | +55.8% |
| 3Y | +65.5% | +27.0% | +38.6% | +52.2% |
| 5Y | +74.1% | -50.3% | +124.4% | +67.5% |
| All | +64.7% | +3.9% | +60.8% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling