+888.4%
FN vs BRO
+295.1%
+593.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +2.3% | -8.6% | +10.9% | +4.8% |
| 30D | -23.2% | -6.9% | -16.2% | -21.9% |
| 3M | -30.4% | +10.5% | -40.9% | -34.2% |
| 6M | -25.6% | -2.8% | -22.8% | -26.9% |
| YTD | -11.3% | -16.1% | +4.9% | -8.2% |
| 1Y | +8.4% | -27.6% | +36.0% | +18.9% |
| 3Y | +166.2% | -7.3% | +173.5% | +143.1% |
| 5Y | +290.3% | +19.0% | +271.3% | +194.7% |
| All | +888.4% | +295.1% | +593.3% | +237.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling