+131.1%
FITB vs BROS
+64.7%
+66.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +2.8% | -0.9% | +3.8% | +2.9% |
| 30D | -4.5% | -13.5% | +8.9% | -2.6% |
| 3M | +5.7% | -18.4% | +24.1% | +7.8% |
| 6M | +17.1% | -10.6% | +27.7% | +17.4% |
| YTD | +18.3% | -25.1% | +43.4% | +21.3% |
| 1Y | +23.9% | -28.6% | +52.5% | +27.4% |
| 3Y | +131.1% | +65.6% | +65.5% | +91.7% |
| All | +131.1% | +64.7% | +66.4% | +91.7% |
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