-8.1%
BROS vs FLR
+210.7%
-218.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.1% |
| 7D | -2.5% | +10.1% | -12.6% | -5.1% |
| 30D | -11.2% | -0.5% | -10.8% | -11.1% |
| 3M | -33.9% | -4.8% | -29.1% | -33.2% |
| 6M | -33.5% | +10.7% | -44.2% | -36.5% |
| YTD | -44.9% | +25.0% | -69.9% | -49.7% |
| 1Y | -41.5% | +8.3% | -49.8% | -44.3% |
| 3Y | +22.4% | +36.8% | -14.4% | +1.9% |
| 5Y | -45.7% | +121.8% | -167.4% | -58.7% |
| All | -8.1% | +210.7% | -218.8% | -20.9% |
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