-9.0%
FLUT vs BROS
-33.9%
+24.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.7% |
| 7D | +4.5% | -20.4% | +24.9% | +7.4% |
| 30D | +9.2% | -6.1% | +15.3% | +8.2% |
| 3M | -13.7% | -29.4% | +15.7% | -10.0% |
| 6M | -9.0% | -31.5% | +22.5% | -8.3% |
| All | -9.0% | -33.9% | +24.9% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling