+76.9%
FICO vs BROS
-50.1%
+127.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -0.9% | -21.2% | +20.3% | +2.9% |
| 30D | +3.3% | -11.6% | +14.9% | +4.9% |
| 3M | -31.7% | -36.7% | +5.0% | -26.3% |
| 6M | -34.0% | -42.8% | +8.9% | -27.9% |
| YTD | -58.3% | -44.8% | -13.5% | -54.6% |
| 1Y | -57.9% | -36.5% | -21.4% | -55.5% |
| 3Y | -24.1% | +27.0% | -51.0% | -34.1% |
| All | +76.9% | -50.1% | +127.1% | +67.6% |
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