+63.0%
FITB vs BROS
+33.7%
+29.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.9% |
| 7D | -1.0% | -6.1% | +5.1% | -0.2% |
| 30D | -5.5% | -12.4% | +6.9% | -4.0% |
| 3M | +4.1% | -27.9% | +32.1% | +7.9% |
| 6M | +18.7% | -16.8% | +35.5% | +20.3% |
| YTD | +18.2% | -29.0% | +47.2% | +22.0% |
| 1Y | +23.7% | -33.2% | +56.9% | +28.2% |
| 3Y | +130.8% | +56.8% | +74.0% | +108.0% |
| All | +63.0% | +33.7% | +29.3% | +56.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling