+63.0%
BROS vs FLNC
-62.9%
+125.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.9% |
| 7D | -5.8% | -4.1% | -1.7% | -5.6% |
| 30D | -14.0% | -24.8% | +10.8% | -12.6% |
| 3M | -32.5% | -59.1% | +26.6% | -29.4% |
| 6M | -14.9% | -42.0% | +27.1% | -14.0% |
| YTD | -28.3% | -49.8% | +21.5% | -27.5% |
| 1Y | -34.0% | +43.1% | -77.1% | -40.4% |
| 3Y | +63.0% | -61.0% | +123.9% | +51.8% |
| All | +63.0% | -62.9% | +125.8% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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