+92.0%
FOXA vs BROS
+35.1%
+56.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | +0.8% | -5.8% | +6.5% | +1.3% |
| 30D | +5.0% | -14.0% | +19.0% | +6.4% |
| 3M | -3.0% | -32.5% | +29.5% | 0.0% |
| 6M | +14.8% | -14.9% | +29.7% | +15.4% |
| YTD | -8.9% | -28.3% | +19.4% | -7.1% |
| 1Y | +13.3% | -34.0% | +47.3% | +16.2% |
| 3Y | +115.4% | +63.0% | +52.5% | +97.4% |
| All | +92.0% | +35.1% | +56.9% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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