+295.8%
FTI vs BRO
+294.2%
+1.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -4.4% | -7.3% | +2.9% | -1.0% |
| 30D | +1.5% | -6.9% | +8.3% | +4.5% |
| 3M | +8.2% | +10.7% | -2.5% | +1.4% |
| 6M | +18.8% | -2.7% | +21.5% | +17.8% |
| YTD | +71.7% | -16.3% | +88.0% | +82.6% |
| 1Y | +90.0% | -29.1% | +119.1% | +120.1% |
| 3Y | +270.5% | -7.8% | +278.3% | +252.7% |
| 5Y | +1,084.5% | +18.7% | +1,065.8% | +788.8% |
| All | +295.8% | +294.2% | +1.6% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling