-63.2%
FLUT vs BRO
-3.6%
-59.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.8% | -5.0% |
| 7D | +4.2% | +12.4% | -8.3% | -2.9% |
| 30D | +8.0% | +21.6% | -13.6% | -4.0% |
| 3M | -22.1% | +4.3% | -26.4% | -24.5% |
| 6M | -21.7% | +29.2% | -50.9% | -32.0% |
| YTD | -62.0% | -6.4% | -55.6% | -62.9% |
| 1Y | -63.2% | -5.3% | -57.9% | -64.2% |
| All | -63.2% | -3.6% | -59.6% | -64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling