-26.7%
FICO vs BROS
+30.5%
-57.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.3% |
| 7D | +0.9% | -19.0% | +19.9% | +3.7% |
| 30D | +9.4% | -7.3% | +16.7% | +9.9% |
| 3M | -30.4% | -31.2% | +0.8% | -26.7% |
| 6M | -35.1% | -33.0% | -2.1% | -31.7% |
| YTD | -56.8% | -42.4% | -14.4% | -53.9% |
| 1Y | -58.4% | -37.7% | -20.7% | -56.3% |
| 3Y | -26.7% | +28.2% | -54.9% | -30.5% |
| All | -26.7% | +30.5% | -57.2% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling