+3,689.8%
FN vs BRO
+760.8%
+2,929.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.8% |
| 7D | -1.7% | -2.6% | +0.9% | -0.6% |
| 30D | -22.0% | +0.9% | -22.9% | -22.7% |
| 3M | -43.0% | +24.8% | -67.8% | -50.3% |
| 6M | -27.7% | -0.1% | -27.7% | -30.5% |
| YTD | -10.5% | -9.7% | -0.8% | -10.2% |
| 1Y | +12.5% | -24.5% | +37.0% | +23.3% |
| 3Y | +153.8% | -1.6% | +155.4% | +124.0% |
| 5Y | +288.0% | +25.6% | +262.4% | +178.6% |
| 10Y | +906.4% | +309.8% | +596.6% | +187.7% |
| All | +3,689.8% | +760.8% | +2,929.0% | +583.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling