-36.4%
BROS vs FLNC
-70.4%
+34.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.7% |
| 7D | -5.8% | -4.1% | -1.7% | -5.3% |
| 30D | -14.0% | -24.8% | +10.8% | -10.4% |
| 3M | -32.5% | -59.1% | +26.6% | -24.0% |
| 6M | -14.9% | -42.0% | +27.1% | -13.8% |
| YTD | -28.3% | -49.8% | +21.5% | -27.4% |
| 1Y | -34.0% | +43.1% | -77.1% | -49.0% |
| 3Y | +63.0% | -61.0% | +123.9% | +39.9% |
| All | -36.4% | -70.4% | +34.0% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling