-58.8%
FICO vs BROS
-34.1%
-24.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.6% | -3.9% | +1.8% |
| 7D | -0.1% | -17.9% | +17.9% | +2.1% |
| 30D | +8.4% | -5.4% | +13.8% | +8.1% |
| 3M | -30.5% | -32.1% | +1.6% | -27.0% |
| 6M | -35.7% | -31.7% | -4.0% | -32.9% |
| YTD | -57.2% | -41.2% | -16.0% | -55.3% |
| All | -58.8% | -34.1% | -24.7% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling