+63.5%
FICO vs BROS
+10.5%
+53.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.5% | -6.1% | -0.7% |
| 7D | +2.2% | +6.3% | -4.1% | +1.1% |
| 30D | +0.1% | -8.3% | +8.4% | +0.8% |
| 3M | -35.2% | -29.8% | -5.4% | -31.7% |
| 6M | -32.4% | -25.8% | -6.5% | -29.9% |
| YTD | -57.4% | -41.4% | -16.0% | -54.5% |
| 1Y | -58.5% | -35.2% | -23.4% | -56.5% |
| 3Y | -28.9% | +32.8% | -61.6% | -36.9% |
| 5Y | +91.7% | -42.2% | +133.9% | +79.3% |
| All | +63.5% | +10.5% | +53.0% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling