-71.6%
FLNC vs BRO
+9.3%
-80.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -4.1% | -7.3% | +3.3% | -2.1% |
| 30D | -24.8% | -6.9% | -17.9% | -23.5% |
| 3M | -59.1% | +10.7% | -69.8% | -61.8% |
| 6M | -42.0% | -2.7% | -39.3% | -43.0% |
| YTD | -49.8% | -16.3% | -33.5% | -47.4% |
| 1Y | +43.1% | -29.1% | +72.2% | +63.1% |
| 3Y | -61.0% | -7.8% | -53.1% | -67.5% |
| All | -71.6% | +9.3% | -80.9% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling