+113.0%
FICO vs BRO
+17.6%
+95.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.8% | +6.8% |
| 7D | -10.6% | -7.6% | -2.9% | -6.1% |
| 30D | -6.3% | -6.9% | +0.5% | -2.2% |
| 3M | -19.7% | +12.8% | -32.6% | -24.7% |
| 6M | -31.8% | -5.9% | -25.9% | -28.9% |
| YTD | -41.8% | -15.9% | -26.0% | -35.7% |
| 1Y | -36.4% | -28.1% | -8.3% | -23.4% |
| 3Y | +9.3% | -7.0% | +16.3% | +9.7% |
| 5Y | +113.0% | +18.0% | +95.0% | +72.4% |
| All | +113.0% | +17.6% | +95.4% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling