+541.4%
FICO vs BRO
+297.2%
+244.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -1.0% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | +0.1% | +11.3% | -11.2% | -7.8% |
| 3M | -35.2% | +0.7% | -35.9% | -35.8% |
| 6M | -32.4% | +32.9% | -65.3% | -45.1% |
| YTD | -57.4% | -8.8% | -48.6% | -54.8% |
| 1Y | -58.5% | -9.2% | -49.3% | -55.9% |
| 3Y | -28.9% | +0.1% | -28.9% | -33.0% |
| 5Y | +91.7% | +15.6% | +76.1% | +54.4% |
| All | +541.4% | +297.2% | +244.2% | +120.8% |
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