+730.0%
FLEX vs BRO
+17.6%
+712.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.2% |
| 7D | +5.7% | -7.3% | +13.0% | +5.9% |
| 30D | -7.0% | -6.9% | -0.2% | -6.9% |
| 3M | -23.8% | +10.7% | -34.5% | -25.5% |
| 6M | +82.6% | -2.7% | +85.3% | +83.4% |
| YTD | +91.6% | -16.3% | +107.9% | +99.5% |
| 1Y | +100.6% | -29.1% | +129.6% | +120.2% |
| 3Y | +479.8% | -7.8% | +487.6% | +442.9% |
| All | +730.0% | +17.6% | +712.4% | +519.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling