+32.9%
A vs BRO
-7.6%
+40.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -2.6% | -7.3% | +4.7% | -1.5% |
| 30D | -0.9% | -6.9% | +6.0% | +0.1% |
| 3M | +13.6% | +10.7% | +3.0% | +11.5% |
| 6M | +27.8% | -2.7% | +30.5% | +27.9% |
| YTD | +8.6% | -16.3% | +25.0% | +11.4% |
| 1Y | +16.9% | -29.1% | +46.0% | +23.6% |
| 3Y | +32.9% | -7.8% | +40.7% | +42.1% |
| All | +32.9% | -7.6% | +40.5% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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