+800.5%
B vs BRO
+25,667.1%
-24,866.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.2% |
| 7D | +1.0% | -7.6% | +8.7% | +1.4% |
| 30D | +9.5% | -6.9% | +16.4% | +9.8% |
| 3M | +14.3% | +12.8% | +1.5% | +13.6% |
| 6M | -1.9% | -5.9% | +4.0% | -1.8% |
| YTD | +4.1% | -15.9% | +20.0% | +4.7% |
| 1Y | +56.1% | -28.1% | +84.2% | +58.3% |
| 3Y | +202.0% | -7.0% | +209.0% | +202.3% |
| 5Y | +158.8% | +18.0% | +140.8% | +155.4% |
| 10Y | +211.9% | +293.9% | -82.0% | +194.3% |
| All | +800.5% | +25,667.1% | -24,866.6% | +690.7% |
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