+2,231.9%
FIX vs BROS
+43.3%
+2,188.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +6.0% | -6.7% | +12.7% | +7.1% |
| 30D | -7.2% | -29.1% | +21.8% | -2.6% |
| 3M | -15.9% | -16.7% | +0.9% | -14.3% |
| 6M | +12.7% | -11.6% | +24.4% | +13.3% |
| YTD | +72.8% | -23.9% | +96.7% | +77.2% |
| 1Y | +122.9% | -34.8% | +157.7% | +133.3% |
| 3Y | +774.3% | +62.1% | +712.2% | +700.8% |
| All | +2,231.9% | +43.3% | +2,188.5% | +2,106.0% |
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