-9.3%
FLUT vs BRO
+294.2%
-303.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +0.4% | -7.3% | +7.8% | +2.1% |
| 30D | +2.5% | -6.9% | +9.4% | +4.2% |
| 3M | -9.2% | +10.7% | -19.9% | -10.9% |
| 6M | -8.2% | -2.7% | -5.5% | -7.8% |
| YTD | -53.2% | -16.3% | -36.9% | -51.8% |
| 1Y | -65.6% | -29.1% | -36.5% | -63.6% |
| 3Y | -43.6% | -7.8% | -35.7% | -42.6% |
| 5Y | -50.3% | +18.7% | -69.0% | -51.5% |
| All | -9.3% | +294.2% | -303.5% | -12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling