+297.4%
FN vs BRO
+17.6%
+279.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.5% |
| 7D | +5.8% | -7.6% | +13.4% | +5.8% |
| 30D | -20.6% | -6.9% | -13.8% | -20.6% |
| 3M | -28.6% | +12.8% | -41.4% | -30.0% |
| 6M | -20.7% | -5.9% | -14.9% | -19.8% |
| YTD | -8.1% | -15.9% | +7.8% | -5.2% |
| 1Y | +13.3% | -28.1% | +41.5% | +21.7% |
| 3Y | +175.7% | -7.0% | +182.7% | +155.6% |
| 5Y | +297.4% | +18.0% | +279.4% | +219.0% |
| All | +297.4% | +17.6% | +279.8% | +219.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling