+8,269.1%
FLEX vs BRO
+13,080.6%
-4,811.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | +6.2% |
| 7D | +7.0% | -5.4% | +12.3% | +9.2% |
| 30D | -5.8% | -4.3% | -1.5% | -4.6% |
| 3M | -24.2% | +17.8% | -42.0% | -31.3% |
| 6M | +90.8% | -6.8% | +97.6% | +88.6% |
| YTD | +89.2% | -13.8% | +103.0% | +91.6% |
| 1Y | +104.7% | -27.8% | +132.5% | +122.5% |
| 3Y | +478.1% | -4.7% | +482.8% | +436.1% |
| 5Y | +726.2% | +20.6% | +705.6% | +575.6% |
| 10Y | +1,060.6% | +293.7% | +766.9% | +464.7% |
| All | +8,269.1% | +13,080.6% | -4,811.5% | +2,060.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling