-37.0%
BROS vs FLNC
-71.1%
+34.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.9% | -2.8% |
| 7D | -6.1% | -5.0% | -1.1% | -5.4% |
| 30D | -12.4% | -26.1% | +13.7% | -8.6% |
| 3M | -27.9% | -55.2% | +27.2% | -19.9% |
| 6M | -16.8% | -42.6% | +25.8% | -15.6% |
| YTD | -29.0% | -51.0% | +22.0% | -28.0% |
| 1Y | -33.2% | +43.3% | -76.5% | -48.5% |
| 3Y | +56.8% | -63.4% | +120.2% | +36.8% |
| All | -37.0% | -71.1% | +34.0% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling