+1,373.4%
FIX vs BROS
+3.9%
+1,369.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.8% | +5.8% |
| 7D | -17.5% | -21.2% | +3.8% | -14.3% |
| 30D | -41.6% | -11.6% | -30.0% | -40.5% |
| 3M | -40.6% | -36.7% | -3.9% | -36.3% |
| 6M | -49.4% | -42.8% | -6.5% | -45.4% |
| YTD | +9.2% | -44.8% | +54.0% | +17.7% |
| 1Y | +6.5% | -36.5% | +43.0% | +12.0% |
| 3Y | +448.7% | +27.0% | +421.8% | +425.0% |
| 5Y | +948.7% | -50.3% | +999.0% | +929.9% |
| All | +1,373.4% | +3.9% | +1,369.5% | +1,365.0% |
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