+64.6%
FITB vs BROS
+10.5%
+54.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | +0.3% |
| 7D | +2.8% | +6.3% | -3.6% | +1.9% |
| 30D | +9.8% | -8.3% | +18.1% | +10.6% |
| 3M | -5.2% | -29.8% | +24.6% | -1.2% |
| 6M | +17.3% | -25.8% | +43.2% | +20.4% |
| YTD | +19.3% | -41.4% | +60.7% | +25.6% |
| 1Y | +32.7% | -35.2% | +67.9% | +37.8% |
| 3Y | +141.6% | +32.8% | +108.8% | +121.8% |
| 5Y | +48.9% | -42.2% | +91.0% | +39.3% |
| All | +64.6% | +10.5% | +54.1% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling