+75.8%
BA vs BRO
+294.2%
-218.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -0.8% | -7.3% | +6.5% | +3.3% |
| 30D | -9.0% | -6.9% | -2.1% | -5.6% |
| 3M | -5.0% | +10.7% | -15.7% | -11.6% |
| 6M | -1.7% | -2.7% | +1.0% | -2.3% |
| YTD | -3.1% | -16.3% | +13.3% | +4.8% |
| 1Y | -4.3% | -29.1% | +24.7% | +13.9% |
| 3Y | -0.3% | -7.8% | +7.6% | -5.2% |
| 5Y | +0.1% | +18.7% | -18.7% | -26.2% |
| All | +75.8% | +294.2% | -218.5% | -33.3% |
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