+25.0%
FLEX vs BRO
-3.6%
+28.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.5% | -16.8% | -7.5% |
| 7D | -17.0% | +12.4% | -29.4% | -5.0% |
| 30D | -33.8% | +21.6% | -55.4% | -16.9% |
| 3M | -39.0% | +4.3% | -43.4% | -33.4% |
| 6M | -15.9% | +29.2% | -45.1% | +15.4% |
| YTD | +27.8% | -6.4% | +34.2% | +47.4% |
| 1Y | +25.0% | -5.3% | +30.3% | +47.6% |
| All | +25.0% | -3.6% | +28.6% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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