+71.7%
FDX vs BROS
+43.3%
+28.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.5% | -6.7% | +4.1% | -1.8% |
| 30D | +3.8% | -29.1% | +32.9% | +7.8% |
| 3M | -1.3% | -16.7% | +15.4% | +0.1% |
| 6M | +5.0% | -11.6% | +16.6% | +5.4% |
| YTD | +39.6% | -23.9% | +63.6% | +42.4% |
| 1Y | +81.1% | -34.8% | +115.9% | +87.7% |
| 3Y | +63.0% | +62.1% | +1.0% | +45.8% |
| All | +71.7% | +43.3% | +28.4% | +53.7% |
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 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