-63.1%
FLUT vs BROS
-38.0%
-25.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | +4.5% | -20.4% | +24.9% | +8.3% |
| 30D | +9.2% | -6.1% | +15.3% | +8.8% |
| 3M | -13.7% | -29.4% | +15.7% | -8.6% |
| 6M | -9.0% | -31.5% | +22.5% | -5.4% |
| YTD | -60.2% | -42.8% | -17.4% | -57.0% |
| 1Y | -63.1% | -37.5% | -25.6% | -62.1% |
| All | -63.1% | -38.0% | -25.2% | -62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling