+648.3%
FICO vs BRO
+294.2%
+354.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +5.7% | -7.3% | +13.0% | +11.4% |
| 30D | -5.6% | -6.9% | +1.2% | -0.7% |
| 3M | -16.9% | +10.7% | -27.5% | -22.4% |
| 6M | -15.4% | -2.7% | -12.7% | -13.6% |
| YTD | -41.7% | -16.3% | -25.4% | -34.0% |
| 1Y | -38.3% | -29.1% | -9.2% | -21.7% |
| 3Y | +8.9% | -7.8% | +16.7% | +9.1% |
| 5Y | +118.3% | +18.7% | +99.6% | +69.9% |
| All | +648.3% | +294.2% | +354.0% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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