+697.1%
FLEX vs BROS
+41.2%
+655.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.6% |
| 7D | +7.0% | -0.9% | +7.9% | +7.1% |
| 30D | -5.8% | -13.5% | +7.6% | -3.7% |
| 3M | -24.2% | -18.4% | -5.8% | -22.6% |
| 6M | +90.8% | -10.6% | +101.4% | +91.5% |
| YTD | +89.2% | -25.1% | +114.2% | +95.0% |
| 1Y | +104.7% | -28.6% | +133.4% | +111.8% |
| 3Y | +478.1% | +65.6% | +412.5% | +417.5% |
| All | +697.1% | +41.2% | +655.9% | +636.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling