+92.9%
FICO vs BROS
-49.0%
+141.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | +4.0% | -20.4% | +24.4% | +7.8% |
| 30D | -1.5% | -6.1% | +4.6% | -1.1% |
| 3M | -29.8% | -29.4% | -0.4% | -25.7% |
| 6M | -33.3% | -31.5% | -1.7% | -29.4% |
| YTD | -56.9% | -42.8% | -14.1% | -53.3% |
| 1Y | -59.5% | -37.5% | -22.0% | -56.9% |
| 3Y | -26.9% | +27.2% | -54.0% | -36.7% |
| 5Y | +92.9% | -47.0% | +139.9% | +84.8% |
| All | +92.9% | -49.0% | +141.9% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling