+953.3%
ASX vs BRO
+294.2%
+659.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +5.2% | -7.3% | +12.5% | +7.5% |
| 30D | +0.5% | -6.9% | +7.3% | +2.3% |
| 3M | +8.3% | +10.7% | -2.3% | +1.9% |
| 6M | +82.0% | -2.7% | +84.7% | +78.7% |
| YTD | +147.6% | -16.3% | +163.9% | +157.4% |
| 1Y | +258.8% | -29.1% | +287.9% | +299.4% |
| 3Y | +452.1% | -7.8% | +459.9% | +411.8% |
| 5Y | +441.7% | +18.7% | +423.0% | +321.0% |
| All | +953.3% | +294.2% | +659.0% | +453.3% |
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