+89.8%
FOXA vs BROS
+33.7%
+56.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.4% | +2.4% |
| 7D | -3.7% | -6.1% | +2.3% | -3.2% |
| 30D | +5.4% | -12.4% | +17.7% | +6.5% |
| 3M | -3.7% | -27.9% | +24.2% | -1.3% |
| 6M | +12.6% | -16.8% | +29.4% | +13.4% |
| YTD | -10.0% | -29.0% | +19.1% | -8.1% |
| 1Y | +15.0% | -33.2% | +48.2% | +17.8% |
| 3Y | +115.1% | +56.8% | +58.3% | +97.8% |
| All | +89.8% | +33.7% | +56.1% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling