+270.5%
FTI vs BRO
-7.6%
+278.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -4.4% | -7.3% | +2.9% | -4.2% |
| 30D | +1.5% | -6.9% | +8.3% | +1.6% |
| 3M | +8.2% | +10.7% | -2.5% | +7.5% |
| 6M | +18.8% | -2.7% | +21.5% | +19.3% |
| YTD | +71.7% | -16.3% | +88.0% | +75.1% |
| 1Y | +90.0% | -29.1% | +119.1% | +99.2% |
| 3Y | +270.5% | -7.8% | +278.3% | +337.3% |
| All | +270.5% | -7.6% | +278.1% | +337.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling