-59.5%
FICO vs BROS
-38.0%
-21.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | +4.0% | -20.4% | +24.4% | +6.7% |
| 30D | -1.5% | -6.1% | +4.6% | -1.7% |
| 3M | -29.8% | -29.4% | -0.4% | -26.7% |
| 6M | -33.3% | -31.5% | -1.7% | -30.3% |
| YTD | -56.9% | -42.8% | -14.1% | -54.8% |
| 1Y | -59.5% | -37.5% | -22.0% | -58.4% |
| All | -59.5% | -38.0% | -21.5% | -58.4% |
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 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