-50.8%
FLUT vs BROS
+38.3%
-89.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -2.6% | -6.6% | +4.0% | -1.6% |
| 30D | +5.4% | -12.3% | +17.7% | +7.5% |
| 3M | -10.8% | -22.2% | +11.4% | -7.9% |
| 6M | -9.2% | -14.3% | +5.1% | -8.1% |
| YTD | -53.8% | -26.6% | -27.2% | -52.3% |
| 1Y | -66.0% | -31.5% | -34.5% | -64.6% |
| 3Y | -44.7% | +62.3% | -106.9% | -50.0% |
| All | -50.8% | +38.3% | -89.1% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling