+22.6%
BROS vs FLR
+244.0%
-221.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.7% |
| 3M | -22.2% | +10.8% | -33.0% | -25.3% |
| 6M | -14.3% | +19.7% | -33.9% | -20.0% |
| YTD | -26.6% | +38.4% | -64.9% | -34.7% |
| 1Y | -31.5% | +34.7% | -66.2% | -38.8% |
| 3Y | +62.3% | +56.7% | +5.6% | +29.8% |
| All | +22.6% | +244.0% | -221.4% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling