+693.0%
FN vs BRO
+297.2%
+395.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.0% | -9.3% | -7.7% |
| 7D | +0.3% | -0.3% | +0.5% | +0.2% |
| 30D | -16.5% | +11.3% | -27.8% | -19.6% |
| 3M | -42.1% | +0.7% | -42.8% | -43.0% |
| 6M | -52.9% | +32.9% | -85.8% | -58.6% |
| YTD | -28.0% | -8.8% | -19.1% | -27.9% |
| 1Y | -18.5% | -9.2% | -9.3% | -18.5% |
| 3Y | +93.9% | +0.1% | +93.8% | +72.2% |
| 5Y | +170.5% | +15.6% | +154.9% | +113.6% |
| All | +693.0% | +297.2% | +395.8% | +201.3% |
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