+98.5%
FLEX vs BROS
-35.3%
+133.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -0.9% | -6.7% | +5.8% | +0.3% |
| 30D | -10.1% | -29.1% | +18.9% | -4.5% |
| 3M | -31.3% | -16.7% | -14.6% | -31.4% |
| 6M | +71.3% | -11.6% | +82.9% | +68.0% |
| YTD | +81.2% | -23.9% | +105.2% | +82.3% |
| 1Y | +98.5% | -34.8% | +133.3% | +95.2% |
| All | +98.5% | -35.3% | +133.8% | +95.2% |
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