+1,051.1%
FIX vs BROS
-49.1%
+1,100.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -2.2% |
| 7D | +16.9% | -2.5% | +19.4% | +17.5% |
| 30D | -30.6% | -11.2% | -19.4% | -29.1% |
| 3M | -35.1% | -33.9% | -1.2% | -30.2% |
| 6M | -44.0% | -33.5% | -10.5% | -40.7% |
| YTD | +21.0% | -44.9% | +66.0% | +32.0% |
| 1Y | +16.2% | -41.5% | +57.7% | +25.0% |
| 3Y | +506.9% | +22.4% | +484.4% | +472.7% |
| 5Y | +1,051.1% | -45.7% | +1,096.7% | +1,033.1% |
| All | +1,051.1% | -49.1% | +1,100.2% | +1,033.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling