+1,582.1%
FIX vs BROS
+7.7%
+1,574.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.2% |
| 7D | +6.4% | -20.4% | +26.9% | +10.5% |
| 30D | -29.1% | -6.1% | -23.0% | -28.4% |
| 3M | -31.1% | -29.4% | -1.8% | -27.4% |
| 6M | -42.8% | -31.5% | -11.3% | -40.1% |
| YTD | +24.6% | -42.8% | +67.5% | +33.6% |
| 1Y | +21.9% | -37.5% | +59.4% | +28.7% |
| 3Y | +524.9% | +27.2% | +497.7% | +496.6% |
| 5Y | +1,092.2% | -47.0% | +1,139.2% | +1,064.9% |
| All | +1,582.1% | +7.7% | +1,574.4% | +1,563.3% |
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