+66.9%
BROS vs FLR
+56.0%
+10.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.1% |
| 7D | -6.6% | -3.1% | -3.5% | -5.8% |
| 30D | -12.3% | +4.9% | -17.3% | -13.8% |
| 3M | -22.2% | +10.8% | -33.0% | -25.4% |
| 6M | -14.3% | +19.7% | -33.9% | -20.2% |
| YTD | -26.6% | +38.4% | -64.9% | -35.0% |
| 1Y | -31.5% | +34.7% | -66.2% | -39.1% |
| All | +66.9% | +56.0% | +10.9% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling