+663.6%
FLEX vs BROS
+43.3%
+620.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -0.9% | -6.7% | +5.8% | +0.2% |
| 30D | -10.1% | -29.1% | +18.9% | -5.4% |
| 3M | -31.3% | -16.7% | -14.6% | -30.1% |
| 6M | +71.3% | -11.6% | +82.9% | +72.3% |
| YTD | +81.2% | -23.9% | +105.2% | +86.3% |
| 1Y | +98.5% | -34.8% | +133.3% | +108.3% |
| 3Y | +428.2% | +62.1% | +366.2% | +374.0% |
| All | +663.6% | +43.3% | +620.3% | +604.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling