+354.7%
ACWI vs BRO
+846.1%
-491.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.1% | +1.6% |
| 7D | +1.1% | -5.4% | +6.4% | +3.6% |
| 30D | -0.2% | -4.3% | +4.1% | +1.7% |
| 3M | +4.7% | +17.8% | -13.1% | -4.5% |
| 6M | +14.5% | -6.8% | +21.2% | +16.0% |
| YTD | +14.6% | -13.8% | +28.4% | +19.9% |
| 1Y | +21.4% | -27.8% | +49.2% | +38.0% |
| 3Y | +77.6% | -4.7% | +82.3% | +69.4% |
| 5Y | +68.1% | +20.6% | +47.5% | +36.4% |
| 10Y | +226.1% | +293.7% | -67.6% | +31.9% |
| All | +354.7% | +846.1% | -491.4% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling