+111.6%
FICO vs BROS
+43.3%
+68.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.7% | -17.4% | -16.8% |
| 7D | -19.2% | -6.7% | -12.5% | -18.3% |
| 30D | -14.6% | -29.1% | +14.5% | -9.7% |
| 3M | -20.1% | -16.7% | -3.4% | -18.1% |
| 6M | -36.3% | -11.6% | -24.7% | -35.9% |
| YTD | -44.9% | -23.9% | -20.9% | -43.1% |
| 1Y | -38.6% | -34.8% | -3.8% | -35.3% |
| 3Y | +4.0% | +62.1% | -58.1% | -10.3% |
| All | +111.6% | +43.3% | +68.3% | +87.8% |
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 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