+138.9%
FITB vs BROS
+22.6%
+116.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.4% |
| 7D | +0.8% | -2.5% | +3.3% | +1.2% |
| 30D | +7.3% | -11.2% | +18.6% | +8.6% |
| 3M | -6.3% | -33.9% | +27.6% | -1.4% |
| 6M | +12.6% | -33.5% | +46.0% | +17.2% |
| YTD | +18.0% | -44.9% | +62.9% | +25.4% |
| 1Y | +28.9% | -41.5% | +70.4% | +35.7% |
| All | +138.9% | +22.6% | +116.3% | +119.0% |
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