+2,066.1%
BRO vs FLR
+579.2%
+1,486.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -7.3% | -3.5% | -3.8% | -6.9% |
| 30D | -6.9% | +4.2% | -11.0% | -7.5% |
| 3M | +10.7% | +8.1% | +2.6% | +8.6% |
| 6M | -2.7% | +21.5% | -24.2% | -6.7% |
| YTD | -16.3% | +36.8% | -53.1% | -21.4% |
| 1Y | -29.1% | +31.2% | -60.3% | -33.3% |
| 3Y | -7.8% | +53.9% | -61.7% | -18.2% |
| 5Y | +18.7% | +243.0% | -224.3% | -9.1% |
| 10Y | +291.9% | +18.8% | +273.1% | +220.8% |
| All | +2,066.1% | +579.2% | +1,486.8% | +1,100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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