+104.7%
FLEX vs BROS
-30.1%
+134.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.7% |
| 7D | +7.0% | -0.9% | +7.9% | +7.1% |
| 30D | -5.8% | -13.5% | +7.6% | -3.2% |
| 3M | -24.2% | -18.4% | -5.8% | -24.0% |
| 6M | +90.8% | -10.6% | +101.4% | +86.0% |
| YTD | +89.2% | -25.1% | +114.2% | +91.1% |
| 1Y | +104.7% | -28.6% | +133.4% | +103.8% |
| All | +104.7% | -30.1% | +134.8% | +103.8% |
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