+59.9%
FICO vs BROS
+3.9%
+56.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -0.9% | -21.2% | +20.3% | +2.5% |
| 30D | +3.3% | -11.6% | +14.9% | +4.8% |
| 3M | -31.7% | -36.7% | +5.0% | -26.8% |
| 6M | -34.0% | -42.8% | +8.9% | -28.6% |
| YTD | -58.3% | -44.8% | -13.5% | -55.0% |
| 1Y | -57.9% | -36.5% | -21.4% | -55.7% |
| 3Y | -24.1% | +27.0% | -51.0% | -32.1% |
| 5Y | +85.3% | -50.3% | +135.6% | +75.9% |
| All | +59.9% | +3.9% | +56.0% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling