+25.0%
FLEX vs BROS
-18.6%
+43.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.9% | -13.3% | -12.5% |
| 7D | -17.0% | +2.5% | -19.4% | -17.3% |
| 30D | -33.8% | +15.1% | -48.9% | -35.3% |
| 3M | -39.0% | -31.4% | -7.7% | -34.9% |
| 6M | -15.9% | -22.6% | +6.7% | -14.7% |
| YTD | +27.8% | -28.1% | +56.0% | +28.9% |
| 1Y | +25.0% | -20.3% | +45.2% | +21.9% |
| All | +25.0% | -18.6% | +43.6% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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