-14.3%
BROS vs FLNC
-30.5%
+16.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.3% | -2.0% |
| 7D | -6.6% | -4.2% | -2.4% | -6.6% |
| 30D | -12.3% | -20.0% | +7.7% | -12.4% |
| 3M | -22.2% | -56.9% | +34.7% | -23.6% |
| 6M | -14.3% | -35.5% | +21.3% | -7.5% |
| All | -14.3% | -30.5% | +16.3% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling