+62.3%
FITB vs BROS
+38.3%
+23.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.3% |
| 7D | -0.4% | -6.6% | +6.2% | +0.5% |
| 30D | -5.1% | -12.3% | +7.2% | -3.6% |
| 3M | +3.5% | -22.2% | +25.7% | +6.3% |
| 6M | +17.2% | -14.3% | +31.5% | +18.3% |
| YTD | +17.6% | -26.6% | +44.2% | +20.9% |
| 1Y | +23.4% | -31.5% | +54.9% | +27.5% |
| 3Y | +129.7% | +62.3% | +67.5% | +106.2% |
| All | +62.3% | +38.3% | +23.9% | +54.9% |
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