+64.3%
FICO vs BROS
+10.8%
+53.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.6% | -3.9% | +1.6% |
| 7D | -0.1% | -17.9% | +17.9% | +2.7% |
| 30D | +8.4% | -5.4% | +13.8% | +8.6% |
| 3M | -30.5% | -32.1% | +1.6% | -26.4% |
| 6M | -35.7% | -31.7% | -4.0% | -32.4% |
| YTD | -57.2% | -41.2% | -16.0% | -54.2% |
| 1Y | -58.4% | -32.6% | -25.8% | -56.7% |
| 3Y | -24.8% | +32.7% | -57.5% | -33.3% |
| 5Y | +79.3% | -44.2% | +123.5% | +67.9% |
| All | +64.3% | +10.8% | +53.5% | +51.1% |
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