-46.0%
FLUT vs BROS
+32.8%
-78.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.6% | -6.3% | -0.8% |
| 7D | -6.5% | -17.9% | +11.4% | -3.9% |
| 30D | +2.8% | -5.4% | +8.1% | +2.9% |
| 3M | -13.5% | -32.1% | +18.6% | -8.3% |
| 6M | -19.0% | -31.7% | +12.7% | -15.0% |
| YTD | -61.9% | -41.2% | -20.7% | -59.3% |
| 1Y | -63.2% | -32.6% | -30.6% | -61.6% |
| 3Y | -46.0% | +32.7% | -78.7% | -47.1% |
| All | -46.0% | +32.8% | -78.8% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling