+114.3%
ALL vs BRO
+17.6%
+96.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.3% | -7.3% | +5.1% | +0.9% |
| 30D | -0.4% | -6.9% | +6.4% | +2.6% |
| 3M | +16.0% | +10.7% | +5.4% | +11.0% |
| 6M | +24.6% | -2.7% | +27.3% | +25.3% |
| YTD | +23.7% | -16.3% | +40.0% | +32.3% |
| 1Y | +27.7% | -29.1% | +56.8% | +46.7% |
| 3Y | +150.2% | -7.8% | +158.1% | +159.9% |
| All | +114.3% | +17.6% | +96.6% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling