+424.8%
FLEX vs BROS
-43.5%
+468.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.5% | -10.5% | -5.4% |
| 7D | +7.5% | +6.3% | +1.1% | +6.1% |
| 30D | -25.3% | -8.3% | -16.9% | -23.9% |
| 3M | -39.7% | -29.8% | -9.9% | -35.5% |
| 6M | -47.9% | -25.8% | -22.0% | -45.8% |
| YTD | +24.1% | -41.4% | +65.5% | +34.7% |
| 1Y | +26.0% | -35.2% | +61.1% | +33.6% |
| 3Y | +282.7% | +32.8% | +249.9% | +243.7% |
| All | +424.8% | -43.5% | +468.2% | +419.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling