+24.2%
FIX vs BROS
-37.3%
+61.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.5% | -7.9% | -2.6% |
| 7D | +9.4% | +6.3% | +3.1% | +8.2% |
| 30D | -27.8% | -8.3% | -19.4% | -26.2% |
| 3M | -35.6% | -29.8% | -5.8% | -32.3% |
| 6M | -45.2% | -25.8% | -19.4% | -45.0% |
| YTD | +19.5% | -41.4% | +60.8% | +20.6% |
| 1Y | +24.2% | -35.2% | +59.4% | +25.0% |
| All | +24.2% | -37.3% | +61.5% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling