-58.5%
FICO vs BROS
-37.3%
-21.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.5% | -6.1% | -0.5% |
| 7D | +2.2% | +6.3% | -4.1% | +1.3% |
| 30D | +0.1% | -8.3% | +8.4% | +0.3% |
| 3M | -35.2% | -29.8% | -5.4% | -32.2% |
| 6M | -32.4% | -25.8% | -6.5% | -30.1% |
| YTD | -57.4% | -41.4% | -16.0% | -55.6% |
| 1Y | -58.5% | -35.2% | -23.4% | -57.7% |
| All | -58.5% | -37.3% | -21.3% | -57.7% |
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