+12.5%
FN vs BRO
-24.4%
+36.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +1.8% |
| 7D | -1.7% | -2.6% | +0.9% | -3.8% |
| 30D | -22.0% | +0.9% | -22.9% | -20.8% |
| 3M | -43.0% | +24.8% | -67.8% | -30.4% |
| 6M | -27.7% | -0.1% | -27.7% | -21.7% |
| YTD | -10.5% | -9.7% | -0.8% | -8.5% |
| 1Y | +12.5% | -24.5% | +37.0% | +3.8% |
| All | +12.5% | -24.4% | +36.9% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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