-80.3%
FIG vs BROS
-23.9%
-56.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.5% | -4.2% | -5.5% |
| 7D | -16.4% | -0.9% | -15.4% | -16.3% |
| 30D | -2.3% | -13.5% | +11.1% | -0.7% |
| 3M | +7.8% | -18.4% | +26.3% | +12.2% |
| 6M | -21.8% | -10.6% | -11.3% | -19.5% |
| YTD | -39.1% | -25.1% | -14.1% | -38.4% |
| 1Y | -56.6% | -28.6% | -28.0% | -58.1% |
| All | -80.3% | -23.9% | -56.4% | -79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling