-33.2%
BROS vs FLR
+30.6%
-63.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.0% | -2.8% |
| 7D | -6.1% | -6.9% | +0.8% | -4.5% |
| 30D | -12.4% | +1.1% | -13.5% | -12.8% |
| 3M | -27.9% | +14.3% | -42.3% | -31.2% |
| 6M | -16.8% | +19.1% | -35.9% | -22.3% |
| YTD | -29.0% | +35.1% | -64.2% | -37.2% |
| 1Y | -33.2% | +29.5% | -62.7% | -41.1% |
| All | -33.2% | +30.6% | -63.8% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling