+440.9%
FLEX vs BRO
-7.4%
+448.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.3% |
| 7D | +0.1% | -8.6% | +8.7% | -3.5% |
| 30D | -11.8% | -6.9% | -4.8% | -14.0% |
| 3M | -22.6% | +10.5% | -33.0% | -19.4% |
| 6M | +77.3% | -2.8% | +80.1% | +84.2% |
| YTD | +78.8% | -16.1% | +94.9% | +84.3% |
| 1Y | +86.1% | -27.6% | +113.7% | +93.2% |
| All | +440.9% | -7.4% | +448.3% | +512.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling