+450.7%
FLEX vs BROS
+7.7%
+443.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +3.9% |
| 7D | +2.2% | -20.4% | +22.7% | +6.4% |
| 30D | -32.6% | -6.1% | -26.6% | -31.8% |
| 3M | -35.5% | -29.4% | -6.1% | -31.7% |
| 6M | -45.6% | -31.5% | -14.0% | -42.9% |
| YTD | +30.7% | -42.8% | +73.5% | +40.9% |
| 1Y | +28.4% | -37.5% | +65.9% | +36.1% |
| 3Y | +301.7% | +27.2% | +274.5% | +276.4% |
| 5Y | +473.3% | -47.0% | +520.2% | +445.2% |
| All | +450.7% | +7.7% | +443.0% | +432.3% |
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