+136.5%
BAC vs BRO
-7.6%
+144.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | 0.0% | -7.3% | +7.3% | +1.4% |
| 30D | -2.8% | -6.9% | +4.1% | -1.5% |
| 3M | +14.2% | +10.7% | +3.6% | +11.2% |
| 6M | +30.5% | -2.7% | +33.2% | +30.4% |
| YTD | +15.8% | -16.3% | +32.1% | +19.6% |
| 1Y | +26.2% | -29.1% | +55.2% | +36.0% |
| 3Y | +136.5% | -7.8% | +144.4% | +152.3% |
| All | +136.5% | -7.6% | +144.2% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling