-50.4%
FLUT vs BROS
+43.3%
-93.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -1.6% | -6.7% | +5.0% | -0.6% |
| 30D | +7.7% | -29.1% | +36.8% | +13.0% |
| 3M | -0.7% | -16.7% | +16.0% | +1.4% |
| 6M | -11.2% | -11.6% | +0.5% | -10.5% |
| YTD | -53.4% | -23.9% | -29.5% | -52.1% |
| 1Y | -65.8% | -34.8% | -31.0% | -64.1% |
| 3Y | -44.9% | +62.1% | -107.0% | -50.3% |
| All | -50.4% | +43.3% | -93.7% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling