+90.5%
FOXA vs BROS
+43.3%
+47.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.4% |
| 7D | -4.0% | -6.7% | +2.7% | -3.4% |
| 30D | +12.0% | -29.1% | +41.0% | +15.1% |
| 3M | +0.3% | -16.7% | +17.0% | +1.4% |
| 6M | +12.5% | -11.6% | +24.1% | +12.7% |
| YTD | -9.6% | -23.9% | +14.3% | -8.3% |
| 1Y | +8.6% | -34.8% | +43.4% | +11.5% |
| 3Y | +118.5% | +62.1% | +56.5% | +100.4% |
| All | +90.5% | +43.3% | +47.1% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling