+3,627.9%
ALL vs BRO
+11,809.7%
-8,181.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +1.0% |
| 7D | -2.2% | -7.6% | +5.4% | +0.8% |
| 30D | -5.6% | -6.9% | +1.3% | -3.0% |
| 3M | +17.2% | +12.8% | +4.4% | +11.8% |
| 6M | +23.2% | -5.9% | +29.1% | +25.4% |
| YTD | +23.6% | -15.9% | +39.5% | +30.9% |
| 1Y | +29.2% | -28.1% | +57.3% | +45.0% |
| 3Y | +153.8% | -7.0% | +160.8% | +157.2% |
| 5Y | +116.1% | +18.0% | +98.1% | +96.9% |
| 10Y | +364.8% | +293.9% | +70.9% | +179.1% |
| All | +3,627.9% | +11,809.7% | -8,181.8% | +1,466.6% |
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