-80.9%
FIG vs BROS
-25.4%
-55.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.2% | -3.0% |
| 7D | -14.5% | -6.6% | -7.9% | -13.7% |
| 30D | -13.3% | -12.3% | -1.0% | -12.0% |
| 3M | +7.4% | -22.2% | +29.6% | +12.2% |
| 6M | -27.8% | -14.3% | -13.5% | -25.4% |
| YTD | -41.1% | -26.6% | -14.5% | -40.3% |
| 1Y | -58.7% | -31.5% | -27.2% | -60.3% |
| All | -80.9% | -25.4% | -55.5% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling