+3,332.7%
FN vs BRO
+762.6%
+2,570.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.1% |
| 7D | +8.0% | -3.4% | +11.4% | +9.1% |
| 30D | -19.1% | +12.4% | -31.6% | -24.3% |
| 3M | -29.8% | +0.4% | -30.2% | -31.7% |
| 6M | -43.2% | +29.6% | -72.8% | -52.5% |
| YTD | -18.9% | -9.5% | -9.4% | -20.4% |
| 1Y | -17.9% | -9.9% | -8.0% | -19.4% |
| 3Y | +120.1% | +0.2% | +119.9% | +88.2% |
| 5Y | +206.7% | +16.3% | +190.4% | +129.0% |
| 10Y | +804.7% | +297.2% | +507.5% | +159.6% |
| All | +3,332.7% | +762.6% | +2,570.1% | +506.1% |
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