-25.7%
FN vs BRO
-3.8%
-21.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.2% | -10.2% | -1.9% |
| 7D | -7.0% | +12.2% | -19.1% | +4.7% |
| 30D | -24.7% | +21.3% | -46.0% | -8.0% |
| 3M | -35.7% | +4.1% | -39.7% | -30.8% |
| 6M | -52.4% | +28.9% | -81.3% | -37.3% |
| YTD | -25.0% | -6.6% | -18.4% | -19.1% |
| 1Y | -25.7% | -5.6% | -20.1% | -18.7% |
| All | -25.7% | -3.8% | -21.8% | -18.7% |
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