+228.4%
ACWI vs BRO
+294.2%
-65.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.0% | -7.3% | +6.3% | +1.8% |
| 30D | -0.9% | -6.9% | +6.0% | +1.6% |
| 3M | +3.5% | +10.7% | -7.2% | -1.6% |
| 6M | +12.8% | -2.7% | +15.5% | +12.3% |
| YTD | +14.0% | -16.3% | +30.3% | +20.2% |
| 1Y | +19.2% | -29.1% | +48.2% | +34.5% |
| 3Y | +75.1% | -7.8% | +83.0% | +69.5% |
| 5Y | +68.6% | +18.7% | +49.9% | +38.5% |
| All | +228.4% | +294.2% | -65.9% | +62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling