-61.0%
FLNC vs BRO
-7.6%
-53.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.4% |
| 7D | -4.1% | -7.3% | +3.3% | -5.8% |
| 30D | -24.8% | -6.9% | -17.9% | -26.0% |
| 3M | -59.1% | +10.7% | -69.8% | -58.8% |
| 6M | -42.0% | -2.7% | -39.3% | -41.9% |
| YTD | -49.8% | -16.3% | -33.5% | -49.9% |
| 1Y | +43.1% | -29.1% | +72.2% | +44.0% |
| 3Y | -61.0% | -7.8% | -53.1% | -66.7% |
| All | -61.0% | -7.6% | -53.3% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling