+23.7%
FITB vs BROS
-33.2%
+56.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.0% |
| 7D | -1.0% | -6.1% | +5.1% | 0.0% |
| 30D | -5.5% | -12.4% | +6.9% | -3.5% |
| 3M | +4.1% | -27.9% | +32.1% | +8.4% |
| 6M | +18.7% | -16.8% | +35.5% | +18.4% |
| YTD | +18.2% | -29.0% | +47.2% | +21.6% |
| 1Y | +23.7% | -33.2% | +56.9% | +24.6% |
| All | +23.7% | -33.2% | +56.8% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling