+25.1%
BROS vs FLR
+255.2%
-230.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | -13.5% | -0.7% | -12.8% | -13.5% |
| 3M | -18.4% | +14.3% | -32.8% | -22.4% |
| 6M | -10.6% | +25.6% | -36.2% | -17.7% |
| YTD | -25.1% | +42.9% | -67.9% | -33.9% |
| 1Y | -28.6% | +38.7% | -67.4% | -36.8% |
| 3Y | +65.6% | +61.8% | +3.8% | +31.3% |
| All | +25.1% | +255.2% | -230.1% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling