+1,512.0%
FIX vs BROS
+10.8%
+1,501.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.6% | +2.8% | +8.3% |
| 7D | -7.2% | -17.9% | +10.7% | -4.3% |
| 30D | -35.1% | -5.4% | -29.8% | -34.5% |
| 3M | -34.3% | -32.1% | -2.2% | -30.3% |
| 6M | -42.9% | -31.7% | -11.2% | -40.2% |
| YTD | +19.5% | -41.2% | +60.6% | +27.5% |
| 1Y | +16.8% | -32.6% | +49.4% | +21.7% |
| 3Y | +506.7% | +32.7% | +474.0% | +475.7% |
| 5Y | +1,046.7% | -44.2% | +1,090.9% | +1,015.5% |
| All | +1,512.0% | +10.8% | +1,501.2% | +1,486.7% |
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 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